+295.5%
SPGI vs DD
+69.4%
+226.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -2.5% | -0.6% | -1.9% | -2.3% |
| 30D | +5.4% | -7.4% | +12.8% | +8.3% |
| 3M | +9.0% | -6.4% | +15.5% | +11.3% |
| 6M | +0.8% | -2.5% | +3.2% | +0.4% |
| YTD | -12.6% | +10.2% | -22.8% | -17.7% |
| 1Y | -16.1% | +36.9% | -53.1% | -28.1% |
| 3Y | +19.0% | +47.0% | -28.0% | -3.8% |
| 5Y | +5.1% | +63.1% | -58.1% | -20.8% |
| 10Y | +295.5% | +68.2% | +227.3% | +148.9% |
| All | +295.5% | +69.4% | +226.1% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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