+339.9%
DIOD vs SPY
+311.3%
+28.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.1% |
| 7D | +4.3% | +0.5% | +3.8% | +3.5% |
| 30D | -13.5% | -0.9% | -12.6% | -12.3% |
| 3M | -13.1% | +3.9% | -17.0% | -17.1% |
| 6M | +46.9% | +14.5% | +32.4% | +22.3% |
| YTD | +84.3% | +12.9% | +71.4% | +57.2% |
| 1Y | +70.7% | +19.4% | +51.4% | +35.0% |
| 3Y | +16.3% | +78.5% | -62.2% | -46.9% |
| 5Y | -2.1% | +81.8% | -83.9% | -54.6% |
| 10Y | +339.9% | +311.5% | +28.3% | -36.3% |
| All | +339.9% | +311.3% | +28.6% | -36.3% |
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