-22.2%
DAIO vs SPY
+311.3%
-333.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.1% |
| 7D | -1.1% | +0.5% | -1.6% | -1.4% |
| 30D | -6.0% | -0.9% | -5.1% | -5.5% |
| 3M | -22.2% | +3.9% | -26.1% | -23.8% |
| 6M | +2.2% | +14.5% | -12.3% | -5.2% |
| YTD | -11.7% | +12.9% | -24.6% | -17.5% |
| 1Y | -12.5% | +19.4% | -31.9% | -20.6% |
| 3Y | -25.3% | +78.5% | -103.8% | -46.1% |
| 5Y | -60.3% | +81.8% | -142.1% | -71.9% |
| 10Y | -22.2% | +311.5% | -333.7% | -62.4% |
| All | -22.2% | +311.3% | -333.5% | -62.4% |
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