+0.3%
DAAQ vs SPY
+32.2%
-31.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +28.1% | -0.9% | +29.1% | +28.6% |
| 3M | +1.0% | +3.9% | -2.9% | -1.0% |
| 6M | +2.0% | +14.5% | -12.6% | -0.3% |
| YTD | +2.7% | +12.9% | -10.3% | +0.4% |
| 1Y | +2.8% | +19.4% | -16.6% | -0.1% |
| All | +0.3% | +32.2% | -31.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 all: compounded portfolio wealth divided by compounded SPY 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…
all analysis · Full analysis span regression · 6 months rolling