-26.8%
DAIO vs SPY
+80.4%
-107.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -3.1% | +0.1% | -3.2% | -3.1% |
| 30D | -5.3% | +0.1% | -5.4% | -5.3% |
| 3M | -27.7% | +2.0% | -29.7% | -28.5% |
| 6M | -1.0% | +13.0% | -14.1% | -7.6% |
| YTD | -10.4% | +13.5% | -24.0% | -16.7% |
| 1Y | -10.4% | +20.0% | -30.4% | -19.0% |
| All | -26.8% | +80.4% | -107.2% | -42.6% |
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 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