-52.0%
DAPP vs SPY
+96.2%
-148.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -1.7% |
| 7D | -0.1% | +2.6% | -2.7% | -6.4% |
| 30D | -15.5% | -2.0% | -13.5% | -10.1% |
| 3M | -23.7% | -2.8% | -20.9% | -16.6% |
| 6M | -37.4% | +2.1% | -39.5% | -38.9% |
| YTD | -17.7% | +11.5% | -29.2% | -33.8% |
| 1Y | -24.5% | +13.5% | -37.9% | -41.6% |
| 3Y | +148.3% | +77.7% | +70.6% | -30.2% |
| 5Y | -54.4% | +72.6% | -127.1% | -83.8% |
| All | -52.0% | +96.2% | -148.2% | -86.8% |
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