+2.9%
SPGI vs DRI
+34.0%
-31.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.1% | -1.8% | +2.4% |
| 7D | +7.2% | +6.5% | +0.7% | +6.0% |
| 30D | +23.2% | +16.4% | +6.8% | +20.3% |
| 3M | +17.0% | +13.6% | +3.4% | +14.4% |
| 6M | +20.4% | +22.0% | -1.6% | +15.9% |
| YTD | -1.9% | +29.3% | -31.2% | -6.2% |
| 1Y | +2.9% | +32.0% | -29.1% | -2.5% |
| All | +2.9% | +34.0% | -31.1% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling