+22.1%
DIAL vs SPY
+238.6%
-216.5%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | +0.1% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +1.8% | -3.3% | +5.1% | +2.2% |
| 3M | -1.4% | -2.4% | +1.0% | -1.1% |
| 6M | -1.6% | +2.6% | -4.1% | -1.9% |
| YTD | -0.5% | +11.2% | -11.7% | -1.9% |
| 1Y | +0.3% | +13.4% | -13.1% | -1.4% |
| 3Y | +20.2% | +79.9% | -59.7% | +11.0% |
| 5Y | +0.9% | +72.2% | -71.2% | -7.2% |
| All | +22.1% | +238.6% | -216.5% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling