+159.7%
DAN vs SPY
+312.5%
-152.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -1.9% |
| 7D | -0.7% | -0.4% | -0.4% | -0.1% |
| 30D | +2.0% | -1.4% | +3.4% | +4.5% |
| 3M | -16.3% | +3.7% | -20.0% | -21.8% |
| 6M | -6.5% | +13.0% | -19.5% | -24.1% |
| YTD | +29.6% | +12.4% | +17.2% | +6.3% |
| 1Y | +50.6% | +18.5% | +32.0% | +12.8% |
| 3Y | +111.0% | +77.6% | +33.4% | -18.9% |
| 5Y | +63.6% | +81.7% | -18.1% | -37.1% |
| 10Y | +159.7% | +319.7% | -159.9% | -75.6% |
| All | +159.7% | +312.5% | -152.8% | -75.6% |
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