+444.8%
DAC vs SPY
+315.0%
+129.7%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.4% | -3.0% | -3.1% |
| 7D | -4.4% | +0.1% | -4.5% | -4.7% |
| 30D | -12.5% | -3.3% | -9.1% | -9.5% |
| 3M | +5.2% | -2.4% | +7.6% | +7.6% |
| 6M | +11.5% | +2.6% | +8.9% | +7.7% |
| YTD | +60.7% | +11.2% | +49.5% | +42.1% |
| 1Y | +64.6% | +13.4% | +51.2% | +42.4% |
| 3Y | +155.4% | +79.9% | +75.5% | +27.1% |
| 5Y | +133.3% | +72.2% | +61.2% | +20.7% |
| 10Y | +444.8% | +307.3% | +137.4% | -26.6% |
| All | +444.8% | +315.0% | +129.7% | -26.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling