+17.5%
DIA vs SPGI
-14.9%
+32.4%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.8% |
| 7D | +0.1% | -2.5% | +2.5% | +0.3% |
| 30D | -2.1% | +5.4% | -7.5% | -2.6% |
| 3M | +4.2% | +9.0% | -4.9% | +3.2% |
| 6M | +11.9% | +0.8% | +11.1% | +11.5% |
| YTD | +10.8% | -12.6% | +23.4% | +12.4% |
| 1Y | +17.5% | -16.1% | +33.6% | +19.7% |
| All | +17.5% | -14.9% | +32.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SPGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling