+265.9%
DAO vs SPY
+76.5%
+189.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.4% |
| 7D | -1.9% | -0.4% | -1.6% | -1.6% |
| 30D | -19.4% | -1.4% | -18.1% | -18.6% |
| 3M | +23.3% | +3.7% | +19.6% | +20.1% |
| 6M | +43.0% | +13.0% | +30.0% | +30.7% |
| YTD | +44.8% | +12.4% | +32.4% | +33.1% |
| 1Y | +62.6% | +18.5% | +44.1% | +44.4% |
| All | +265.9% | +76.5% | +189.4% | +114.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling