-14.4%
DAIO vs SPY
+78.1%
-92.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.8% |
| 7D | +8.9% | +2.6% | +6.3% | +7.0% |
| 30D | -6.9% | -2.0% | -4.9% | -5.5% |
| 3M | -20.5% | -2.8% | -17.7% | -18.8% |
| 6M | -7.6% | +2.1% | -9.7% | -8.5% |
| YTD | -19.2% | +11.5% | -30.7% | -24.4% |
| 1Y | -5.9% | +13.5% | -19.3% | -12.9% |
| 3Y | -14.4% | +77.7% | -92.1% | -50.4% |
| All | -14.4% | +78.1% | -92.5% | -50.4% |
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 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