+295.5%
SPGI vs DLR
+163.6%
+131.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -2.5% | +3.4% | -5.9% | -3.7% |
| 30D | +5.4% | -2.2% | +7.6% | +6.2% |
| 3M | +9.0% | +4.7% | +4.3% | +6.3% |
| 6M | +0.8% | +9.0% | -8.2% | -3.6% |
| YTD | -12.6% | +24.1% | -36.7% | -20.8% |
| 1Y | -16.1% | +20.9% | -37.1% | -23.6% |
| 3Y | +19.0% | +60.0% | -41.0% | -6.4% |
| 5Y | +5.1% | +35.3% | -30.2% | -13.4% |
| 10Y | +295.5% | +165.8% | +129.7% | +161.0% |
| All | +295.5% | +163.6% | +131.9% | +161.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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