+198.0%
DAN vs SPY
+637.9%
-440.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.4% |
| 7D | +5.6% | +0.1% | +5.5% | +5.4% |
| 30D | +14.9% | +0.1% | +14.8% | +14.8% |
| 3M | -12.3% | +2.0% | -14.3% | -16.4% |
| 6M | -5.6% | +13.0% | -18.6% | -26.3% |
| YTD | +36.4% | +13.5% | +22.8% | +5.6% |
| 1Y | +57.5% | +20.0% | +37.5% | +9.2% |
| 3Y | +111.1% | +77.2% | +33.9% | -32.0% |
| 5Y | +59.7% | +81.9% | -22.1% | -49.9% |
| 10Y | +167.7% | +314.1% | -146.4% | -83.7% |
| All | +198.0% | +637.9% | -440.0% | -96.0% |
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 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