+57.5%
DAN vs SPY
+20.8%
+36.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.1% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +14.9% | +0.1% | +14.8% | +14.8% |
| 3M | -12.3% | +2.0% | -14.3% | -13.7% |
| 6M | -5.6% | +13.0% | -18.6% | -20.2% |
| YTD | +36.4% | +13.5% | +22.8% | +14.3% |
| 1Y | +57.5% | +20.0% | +37.5% | +22.5% |
| All | +57.5% | +20.8% | +36.7% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling