+246.6%
DAPP vs SPY
+80.4%
+166.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | +0.1% |
| 7D | +7.5% | +0.1% | +7.3% | +7.4% |
| 30D | +13.9% | +0.1% | +13.9% | +14.1% |
| 3M | -5.7% | +2.0% | -7.7% | -9.2% |
| 6M | +20.1% | +13.0% | +7.0% | -9.6% |
| YTD | +23.8% | +13.5% | +10.3% | -6.5% |
| 1Y | +21.2% | +20.0% | +1.2% | -18.2% |
| All | +246.6% | +80.4% | +166.2% | +0.9% |
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