+18.3%
DAO vs SPY
+183.3%
-165.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -4.9% |
| 7D | -11.2% | +0.1% | -11.3% | -11.2% |
| 30D | -14.2% | +0.1% | -14.3% | -14.3% |
| 3M | +28.2% | +2.0% | +26.2% | +25.7% |
| 6M | +44.2% | +13.0% | +31.1% | +29.1% |
| YTD | +46.7% | +13.5% | +33.2% | +31.0% |
| 1Y | +77.1% | +20.0% | +57.2% | +50.9% |
| 3Y | +259.0% | +77.2% | +181.8% | +111.1% |
| 5Y | +7.6% | +81.9% | -74.2% | -36.9% |
| All | +18.3% | +183.3% | -165.0% | -41.6% |
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