+2,630.3%
DAKT vs SPY
+2,747.7%
-117.4%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +1.4% | +3.3% | -1.9% | -1.5% |
| 30D | +4.7% | -2.7% | +7.4% | +7.4% |
| 3M | -5.5% | -1.7% | -3.7% | -3.9% |
| 6M | -4.8% | +3.1% | -7.9% | -7.2% |
| YTD | -1.4% | +11.9% | -13.3% | -10.5% |
| 1Y | +1.7% | +12.0% | -10.3% | -7.6% |
| 3Y | +89.1% | +78.2% | +11.0% | +15.6% |
| 5Y | +280.1% | +73.2% | +206.9% | +136.4% |
| 10Y | +132.1% | +309.6% | -177.5% | -34.2% |
| All | +2,630.3% | +2,747.7% | -117.4% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling