+22.0%
SPGI vs DLR
+59.3%
-37.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.6% |
| 7D | +0.1% | +1.6% | -1.4% | -0.2% |
| 30D | +8.4% | -3.4% | +11.8% | +9.1% |
| 3M | +11.8% | +0.5% | +11.3% | +11.4% |
| 6M | +5.7% | +4.6% | +1.2% | +4.0% |
| YTD | -9.7% | +23.4% | -33.1% | -15.1% |
| 1Y | -12.5% | +19.0% | -31.5% | -17.2% |
| All | +22.0% | +59.3% | -37.2% | +3.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling