+18.6%
DAO vs SPY
+178.7%
-160.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +2.0% |
| 7D | -5.0% | -2.0% | -3.0% | -3.3% |
| 30D | -19.3% | -1.7% | -17.6% | -18.1% |
| 3M | +26.0% | +4.7% | +21.3% | +20.9% |
| 6M | +46.0% | +12.5% | +33.5% | +31.2% |
| YTD | +47.0% | +11.7% | +35.3% | +33.2% |
| 1Y | +66.1% | +17.5% | +48.7% | +44.1% |
| 3Y | +265.0% | +76.6% | +188.5% | +115.1% |
| 5Y | +3.9% | +82.0% | -78.1% | -38.7% |
| All | +18.6% | +178.7% | -160.2% | -40.7% |
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