-38.7%
DAIO vs SPY
+315.0%
-353.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.0% | +5.0% |
| 7D | +6.4% | +0.1% | +6.3% | +6.4% |
| 30D | -14.1% | -3.3% | -10.8% | -12.3% |
| 3M | -16.1% | -2.4% | -13.7% | -14.8% |
| 6M | -10.7% | +2.6% | -13.3% | -11.7% |
| YTD | -21.1% | +11.2% | -32.4% | -25.6% |
| 1Y | -13.2% | +13.4% | -26.6% | -19.0% |
| 3Y | -22.1% | +79.9% | -102.0% | -44.0% |
| 5Y | -55.3% | +72.2% | -127.5% | -67.5% |
| 10Y | -38.7% | +307.3% | -346.1% | -71.7% |
| All | -38.7% | +315.0% | -353.7% | -71.7% |
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