+101.0%
DAN vs SPY
+606.3%
-505.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -3.5% |
| 7D | -6.5% | -2.7% | -3.8% | -1.4% |
| 30D | -22.9% | -5.4% | -17.5% | -14.0% |
| 3M | -20.5% | -4.1% | -16.4% | -13.7% |
| 6M | -38.8% | +0.7% | -39.5% | -40.1% |
| YTD | -8.0% | +8.7% | -16.7% | -22.4% |
| 1Y | +2.4% | +10.9% | -8.4% | -16.9% |
| 3Y | +94.3% | +75.0% | +19.3% | -35.7% |
| 5Y | +3.7% | +67.8% | -64.1% | -62.0% |
| 10Y | +75.7% | +312.9% | -237.1% | -89.4% |
| All | +101.0% | +606.3% | -505.2% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling