+1,482.6%
SPGI vs DLR
+3,595.7%
-2,113.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +0.1% | +1.6% | -1.4% | -0.5% |
| 30D | +8.4% | -3.4% | +11.8% | +9.7% |
| 3M | +11.8% | +0.5% | +11.3% | +10.7% |
| 6M | +5.7% | +4.6% | +1.2% | +2.7% |
| YTD | -9.7% | +23.4% | -33.1% | -18.1% |
| 1Y | -12.5% | +19.0% | -31.5% | -19.9% |
| 3Y | +21.8% | +56.5% | -34.7% | -2.7% |
| 5Y | +8.2% | +33.3% | -25.1% | -9.7% |
| 10Y | +309.5% | +165.1% | +144.4% | +149.1% |
| All | +1,482.6% | +3,595.7% | -2,113.1% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling