+117.1%
DAKT vs SPY
+78.7%
+38.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.4% |
| 7D | +1.6% | +0.5% | +1.1% | +0.9% |
| 30D | -8.2% | -0.9% | -7.3% | -7.1% |
| 3M | +1.1% | +3.9% | -2.8% | -3.7% |
| 6M | -10.4% | +14.5% | -24.9% | -24.6% |
| YTD | -0.5% | +12.9% | -13.4% | -14.7% |
| 1Y | +11.6% | +19.4% | -7.7% | -10.5% |
| 3Y | +117.1% | +78.5% | +38.7% | +6.3% |
| All | +117.1% | +78.7% | +38.4% | +6.3% |
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