+1,081.8%
DIA vs SPGI
+4,285.7%
-3,203.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +0.3% | +18.4% | -18.1% | -6.1% |
| 3M | -4.5% | +15.7% | -20.2% | -10.0% |
| 6M | +3.4% | +17.3% | -13.9% | -3.7% |
| YTD | +7.8% | -4.7% | +12.5% | +7.7% |
| 1Y | +10.7% | +1.8% | +8.9% | +7.8% |
| 3Y | +57.5% | +31.7% | +25.8% | +37.4% |
| 5Y | +53.7% | +12.1% | +41.7% | +40.5% |
| 10Y | +247.2% | +341.9% | -94.8% | +85.6% |
| All | +1,081.8% | +4,285.7% | -3,203.9% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling