+149.1%
DAC vs SPY
+75.1%
+74.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -5.7% | -2.7% | -3.0% | -4.1% |
| 30D | -9.4% | -5.4% | -4.0% | -6.3% |
| 3M | +4.1% | -4.1% | +8.2% | +6.7% |
| 6M | +15.5% | +0.7% | +14.8% | +14.6% |
| YTD | +61.7% | +8.7% | +53.1% | +52.7% |
| 1Y | +64.8% | +10.9% | +53.9% | +53.6% |
| 3Y | +149.1% | +75.0% | +74.2% | +66.3% |
| All | +149.1% | +75.1% | +74.1% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling