+286.9%
DIOD vs SPY
+315.0%
-28.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +2.4% | +8.7% | +7.4% |
| 7D | +7.7% | +0.1% | +7.7% | +8.5% |
| 30D | -9.5% | -3.3% | -6.2% | -3.5% |
| 3M | -18.3% | -2.4% | -15.9% | -14.1% |
| 6M | -22.9% | +2.6% | -25.5% | -23.6% |
| YTD | +74.1% | +11.2% | +62.8% | +54.2% |
| 1Y | +94.0% | +13.4% | +80.6% | +67.3% |
| 3Y | +41.4% | +79.9% | -38.5% | -35.0% |
| 5Y | -21.0% | +72.2% | -93.2% | -59.8% |
| 10Y | +286.9% | +307.3% | -20.4% | -34.8% |
| All | +286.9% | +315.0% | -28.1% | -34.8% |
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