+65.7%
DIA vs SPGI
+8.3%
+57.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.0% | 0.0% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -1.5% | +8.4% | -9.9% | -4.3% |
| 3M | +3.8% | +11.8% | -8.1% | -0.8% |
| 6M | +10.3% | +5.7% | +4.6% | +7.4% |
| YTD | +12.1% | -9.7% | +21.8% | +15.2% |
| 1Y | +18.6% | -12.5% | +31.1% | +23.2% |
| 3Y | +60.6% | +21.8% | +38.8% | +43.9% |
| All | +65.7% | +8.3% | +57.4% | +49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling