+248.5%
DIOD vs SPY
+305.4%
-57.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.3% | +12.9% | +12.7% |
| 7D | -3.5% | -2.7% | -0.8% | +1.3% |
| 30D | -23.1% | -5.4% | -17.7% | -15.4% |
| 3M | -21.6% | -4.1% | -17.5% | -15.5% |
| 6M | -33.3% | +0.7% | -34.0% | -32.2% |
| YTD | +56.8% | +8.7% | +48.1% | +43.6% |
| 1Y | +49.3% | +10.9% | +38.5% | +33.0% |
| 3Y | +12.8% | +75.0% | -62.2% | -46.0% |
| 5Y | -28.1% | +67.8% | -95.9% | -62.1% |
| All | +248.5% | +305.4% | -57.0% | -39.3% |
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