[quote=@HHShetland]
Is it customary to spell DIO in all caps? Just wondering.
[/quote]

Not out-of-universe, but in universe, yes.  Whenever his name was written in Jojo's, it was in capitols.  He's also referenced this way in every game he's in.

[quote]Dio Brando (ディオ・ブランドー Dio Burandō?), known as DIO (ＤＩＯディオ)?) from Part III onwards, is the main antagonist of both Part I: Phantom Blood and Part III: Stardust Crusaders.[/quote]

There you go.