+75.4%
DAN vs SPY
+308.5%
-233.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | +5.1% | +3.3% | +1.8% | -0.4% |
| 30D | -17.8% | -2.7% | -15.1% | -13.9% |
| 3M | -21.3% | -1.7% | -19.5% | -18.8% |
| 6M | -30.6% | +3.1% | -33.7% | -34.3% |
| YTD | -0.5% | +11.9% | -12.3% | -17.7% |
| 1Y | +8.7% | +12.0% | -3.2% | -10.0% |
| 3Y | +110.7% | +78.2% | +32.6% | -18.9% |
| 5Y | +9.6% | +73.2% | -63.7% | -54.2% |
| All | +75.4% | +308.5% | -233.1% | -81.0% |
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