+338.6%
SPGI vs DD
+98.3%
+240.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.2% |
| 7D | -0.8% | +6.7% | -7.6% | -3.2% |
| 30D | +14.3% | +19.4% | -5.1% | +6.8% |
| 3M | +14.5% | +7.6% | +6.9% | +11.0% |
| 6M | +17.3% | +2.9% | +14.4% | +15.0% |
| YTD | -4.6% | +29.9% | -34.5% | -15.7% |
| 1Y | +0.8% | +28.6% | -27.9% | -10.7% |
| 3Y | +28.8% | +90.0% | -61.2% | -5.8% |
| 5Y | +14.0% | +68.1% | -54.2% | -14.1% |
| All | +338.6% | +98.3% | +240.3% | +176.5% |
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