+53.3%
DIA vs SPGI
+11.1%
+42.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.3% |
| 3M | -4.5% | +15.7% | -20.2% | -9.3% |
| 6M | +3.4% | +17.3% | -13.9% | -3.0% |
| YTD | +7.8% | -4.7% | +12.5% | +8.8% |
| 1Y | +10.7% | +1.8% | +8.9% | +8.5% |
| 3Y | +57.5% | +31.7% | +25.8% | +36.8% |
| All | +53.3% | +11.1% | +42.2% | +38.7% |
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 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