+9,619.1%
SPGI vs DAR
+1,334.0%
+8,285.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +0.3% | -9.9% | +10.2% | +1.0% |
| 30D | +18.4% | -16.4% | +34.8% | +19.9% |
| 3M | +15.7% | -17.1% | +32.8% | +17.1% |
| 6M | +17.3% | -20.5% | +37.7% | +19.0% |
| YTD | -4.7% | +39.4% | -44.1% | -7.5% |
| 1Y | +1.8% | +57.2% | -55.4% | -2.1% |
| 3Y | +31.7% | +13.9% | +17.8% | +28.3% |
| 5Y | +12.1% | -40.8% | +52.9% | +13.7% |
| 10Y | +341.9% | +276.2% | +65.7% | +290.8% |
| All | +9,619.1% | +1,334.0% | +8,285.1% | +8,426.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 all: compounded portfolio wealth divided by compounded DAR 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…
all analysis · Full analysis span regression · 6 months rolling