+63.8%
DAN vs SPY
+81.8%
-17.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.5% |
| 7D | +6.5% | +0.5% | +6.0% | +5.7% |
| 30D | +10.0% | -0.9% | +11.0% | +11.7% |
| 3M | -14.3% | +3.9% | -18.2% | -19.7% |
| 6M | -3.3% | +14.5% | -17.9% | -22.3% |
| YTD | +33.2% | +12.9% | +20.3% | +9.7% |
| 1Y | +53.2% | +19.4% | +33.8% | +15.3% |
| 3Y | +116.8% | +78.5% | +38.4% | -12.6% |
| 5Y | +63.8% | +81.8% | -17.9% | -34.5% |
| All | +63.8% | +81.8% | -17.9% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling