-93.4%
DAMD vs SPY
+15.8%
-109.2%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +0.9% | -5.9% | +0.3% |
| 7D | -15.8% | -0.8% | -15.1% | -20.1% |
| 30D | -17.4% | -1.1% | -16.3% | -23.5% |
| 3M | -39.0% | +3.9% | -42.9% | -13.5% |
| 6M | -93.7% | +13.6% | -107.3% | -83.9% |
| YTD | -94.6% | +12.7% | -107.3% | -85.9% |
| All | -93.4% | +15.8% | -109.2% | -80.3% |
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