+52.6%
DAO vs SPY
+178.2%
-125.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | -3.2% | +2.6% | -5.8% | -5.4% |
| 30D | -2.2% | -2.0% | -0.2% | -0.8% |
| 3M | +9.2% | -2.8% | +12.0% | +11.5% |
| 6M | +53.5% | +2.1% | +51.4% | +49.8% |
| YTD | +89.2% | +11.5% | +77.7% | +71.0% |
| 1Y | +92.0% | +13.5% | +78.6% | +71.1% |
| 3Y | +342.5% | +77.7% | +264.8% | +157.1% |
| 5Y | +25.0% | +72.6% | -47.6% | -24.6% |
| All | +52.6% | +178.2% | -125.6% | -23.8% |
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