-54.8%
DAPP vs SPY
+67.5%
-122.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +0.3% | +4.7% | +4.2% |
| 7D | -3.8% | -2.7% | -1.1% | +3.5% |
| 30D | -25.7% | -5.4% | -20.3% | -13.3% |
| 3M | -21.8% | -4.1% | -17.7% | -11.6% |
| 6M | -38.6% | +0.7% | -39.3% | -37.9% |
| YTD | -17.5% | +8.7% | -26.2% | -29.4% |
| 1Y | -38.0% | +10.9% | -48.9% | -49.2% |
| 3Y | +133.1% | +75.0% | +58.1% | -32.5% |
| All | -54.8% | +67.5% | -122.3% | -82.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling