+344.8%
SPGI vs DLR
+190.0%
+154.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -1.4% | -2.0% | +0.7% | -0.7% |
| 30D | +15.3% | +0.5% | +14.7% | +14.8% |
| 3M | +16.5% | -4.4% | +20.9% | +17.9% |
| 6M | +19.8% | -6.4% | +26.3% | +21.4% |
| YTD | -3.2% | +19.5% | -22.7% | -11.5% |
| 1Y | +1.8% | +10.5% | -8.7% | -4.1% |
| 3Y | +30.6% | +54.0% | -23.4% | +3.7% |
| 5Y | +16.0% | +39.7% | -23.7% | -6.0% |
| All | +344.8% | +190.0% | +154.7% | +189.9% |
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