+13,845.6%
SPGI vs DD
+961.9%
+12,883.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -1.9% | -1.7% |
| 7D | +0.1% | -3.5% | +3.7% | +1.3% |
| 30D | +8.4% | -10.3% | +18.7% | +12.3% |
| 3M | +11.8% | -7.5% | +19.4% | +14.5% |
| 6M | +5.7% | -8.0% | +13.7% | +7.5% |
| YTD | -9.7% | +10.5% | -20.1% | -14.3% |
| 1Y | -12.5% | +38.3% | -50.7% | -23.6% |
| 3Y | +21.8% | +42.5% | -20.7% | +2.8% |
| 5Y | +8.2% | +60.2% | -52.0% | -13.9% |
| 10Y | +309.5% | +68.9% | +240.7% | +201.2% |
| All | +13,845.6% | +961.9% | +12,883.7% | +5,764.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling