+125.8%
DAKT vs SPY
+312.5%
-186.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.7% |
| 7D | -0.4% | -0.4% | -0.1% | -0.1% |
| 30D | -10.5% | -1.4% | -9.1% | -9.3% |
| 3M | -1.2% | +3.7% | -5.0% | -4.4% |
| 6M | -9.2% | +13.0% | -22.2% | -18.4% |
| YTD | -3.6% | +12.4% | -16.0% | -13.0% |
| 1Y | +9.3% | +18.5% | -9.2% | -5.6% |
| 3Y | +110.3% | +77.6% | +32.6% | +31.0% |
| 5Y | +243.9% | +81.7% | +162.2% | +109.2% |
| 10Y | +125.8% | +319.7% | -193.8% | -40.5% |
| All | +125.8% | +312.5% | -186.7% | -40.5% |
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