+331.8%
SPGI vs DRI
+367.2%
-35.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | +0.3% | +2.8% | -2.5% | -0.6% |
| 30D | +18.4% | +13.3% | +5.1% | +13.9% |
| 3M | +15.7% | +8.2% | +7.5% | +12.6% |
| 6M | +17.3% | +17.5% | -0.3% | +10.9% |
| YTD | -4.7% | +26.9% | -31.6% | -12.4% |
| 1Y | +1.8% | +31.6% | -29.8% | -7.6% |
| 3Y | +31.7% | +67.0% | -35.3% | +9.0% |
| 5Y | +12.1% | +72.9% | -60.8% | -9.5% |
| All | +331.8% | +367.2% | -35.3% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling