-19.7%
DIOD vs SPY
+72.1%
-91.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.4% | -4.1% |
| 7D | +12.8% | +2.6% | +10.2% | +8.1% |
| 30D | +0.6% | -2.0% | +2.6% | +5.8% |
| 3M | -10.2% | -2.8% | -7.4% | -4.1% |
| 6M | -14.4% | +2.1% | -16.6% | -14.8% |
| YTD | +76.8% | +11.5% | +65.3% | +53.2% |
| 1Y | +93.9% | +13.5% | +80.4% | +63.2% |
| 3Y | +37.5% | +77.7% | -40.2% | -42.3% |
| All | -19.7% | +72.1% | -91.8% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling