+137.0%
DAKT vs SPY
+311.8%
-174.8%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | -0.7% |
| 7D | -2.0% | -0.9% | -1.1% | -1.1% |
| 30D | +9.1% | -2.4% | +11.4% | +11.6% |
| 3M | -6.1% | -1.2% | -4.9% | -5.1% |
| 6M | -3.7% | +3.3% | -7.0% | -6.4% |
| YTD | +0.7% | +12.3% | -11.6% | -9.0% |
| 1Y | +5.6% | +12.4% | -6.9% | -4.5% |
| 3Y | +93.1% | +78.8% | +14.3% | +19.9% |
| 5Y | +285.1% | +75.2% | +209.9% | +141.8% |
| 10Y | +137.0% | +311.1% | -174.1% | -29.2% |
| All | +137.0% | +311.8% | -174.8% | -29.2% |
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