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Note: The DIA has exactly the same amount of shares of each equity (5 447 036) and doesn't match the DJIA index on an Open/Close (even at a ratio). Some days will be green on DJIA and red on DIA.

How can we get the exact daily gain or match the index DJIA (or SPX)? I tried various ways with and without using the ratios of Wikipedia's entry (and DIA) for the percentage of each equity. Weighting all 30 stocks, only using the gains, etc. There's no way I found a way to replicate the exact...