+57.5%
DIA vs SPGI
+32.5%
+25.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +0.3% | +18.4% | -18.1% | -4.2% |
| 3M | -4.5% | +15.7% | -20.2% | -8.3% |
| 6M | +3.4% | +17.3% | -13.9% | -1.7% |
| YTD | +7.8% | -4.7% | +12.5% | +9.7% |
| 1Y | +10.7% | +1.8% | +8.9% | +9.4% |
| 3Y | +57.5% | +31.7% | +25.8% | +36.6% |
| All | +57.5% | +32.5% | +25.0% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling