+334.3%
SPGI vs DLR
+174.9%
+159.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.4% | -2.7% | -0.5% |
| 7D | -0.9% | +2.4% | -3.2% | -1.8% |
| 30D | +15.5% | +0.7% | +14.8% | +15.0% |
| 3M | +15.7% | -6.4% | +22.1% | +17.9% |
| 6M | +19.1% | -6.5% | +25.6% | +20.6% |
| YTD | -4.1% | +18.8% | -22.9% | -12.1% |
| 1Y | +1.2% | +9.0% | -7.8% | -4.2% |
| 3Y | +31.6% | +54.5% | -22.9% | +4.4% |
| 5Y | +12.4% | +35.8% | -23.4% | -7.8% |
| 10Y | +334.3% | +177.5% | +156.8% | +190.0% |
| All | +334.3% | +174.9% | +159.4% | +190.0% |
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