DJI monthly performance report
Monthly DJI research: returns, drawdown, relative strength, seasonality, and key stats.
DJI monthly report
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Key takeaways
- DJI (DJI) closed September 2026 at $52,573.29, down 1.15% for the month and +14.02% over the trailing 12 months.
- Year-to-date, DJI is +9.38%, underperforming the S&P 500 which has returned +12.08% YTD.
- The stock is trading +5.43% versus its 200-day moving average ($49,864.37), a bullish technical signal.
- Over the past three years, DJI has underperformed the S&P 500 by −18.76%, with a relative strength index reading of 89.
- Win rate over the trailing 39 months stands at 71.8% — 28 positive months versus 11 negative months.
DJI ended September 2026 at $52,573.29, posting a monthly return of −1.15%. The S&P 500 returned −0.36% over the same window, leaving relative performance at −0.79%.
The current quarter stands at +0.49% (Q3 2026 (QTD)), while medium-term trend remains constructive: price is +5.43% versus the 200-day moving average ($49,864.37).
Year-to-date, DJI is +9.38% against SPY +12.08%, a gap of −2.70%. The stock is currently −3.97% below its 52-week high, with maximum 3-year drawdown at −16.37%.
| Period | DJI | S&P 500 (SPY) | Excess return |
|---|---|---|---|
| 1 Day | +0.98% | +0.85% | +0.13% |
| 1 Week | −0.92% | −0.11% | −0.81% |
| 1 Month | −1.15% | −0.36% | −0.79% |
| 3 Months | +3.34% | +5.36% | −2.01% |
| 6 Months | +10.68% | +12.68% | −2.01% |
| YTD | +9.38% | +12.08% | −2.70% |
| 12 Months | +14.02% | +16.22% | −2.20% |
| 3 Years | +51.67% | +70.43% | −18.76% |
| Rank | Month | Return |
|---|---|---|
| #1 | Nov 2023 | +8.77% |
| #2 | Nov 2024 | +7.54% |
| #3 | Apr 2026 | +7.14% |
| #4 | Dec 2023 | +4.84% |
| #5 | Jan 2025 | +4.70% |
| Rank | Month | Return |
|---|---|---|
| #1 | Mar 2026 | −5.38% |
| #2 | Dec 2024 | −5.27% |
| #3 | Apr 2024 | −5.00% |
| #4 | Mar 2025 | −4.20% |
| #5 | Sep 2023 | −3.50% |
| Quarter | Return |
|---|---|
| Q2 2025 | +4.98% |
| Q3 2025 | +5.22% |
| Q4 2025 | +3.59% |
| Q1 2026 | −3.58% |
| Q2 2026 | +12.90% |
| Q3 2026 (QTD) | +0.49% |
| Year | Return |
|---|---|
| 2023 | +13.70% |
| 2024 | +12.88% |
| 2025 | +12.97% |
| 2026 | +9.38% |
| Metric | Value |
|---|---|
| 52-Week High | $54,744.33 (2026-08-05) |
| 52-Week Low | $45,057.28 (2026-03-30) |
| Current Price | $52,573.29 |
| 200-Day Moving Average | $49,864.37 |
| Price vs 200DMA | +5.43% |
| 3-Year Maximum Drawdown | −16.37% (2025-04-08) |
| Current Drawdown from 52W High | −3.97% |
| RS metric | Value |
|---|---|
| RS Index (3-year, rebased to 100) | 89 |
| 3-Year Excess Return vs S&P 500 | −18.76% |
| RS Peak | 103.7 (Jan 2024) |
| RS Trough | 86.6 (May 2026) |
| Status | Underperforming Benchmark |
Frequently asked questions
What was DJI's return for this report period?
DJI returned −1.15% in the latest monthly window ending 2026-09-11.
Has DJI outperformed SPY year to date?
YTD DJI: +9.38% vs SPY: +12.08%.
What is DJI's 12-month return?
+14.02% over the trailing 12 months.
Is DJI above or below its 200-day moving average?
Price is +5.43% versus 200DMA ($49,864.37).
What is the maximum drawdown in the 3-year window?
−16.37% on 2025-04-08.