-27.8%
DAPP vs SPY
+99.8%
-127.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.1% |
| 6M | +20.1% | +13.0% | +7.0% | -9.4% |
| YTD | +23.8% | +13.5% | +10.3% | -6.3% |
| 1Y | +21.2% | +20.0% | +1.2% | -18.4% |
| 3Y | +242.2% | +77.2% | +165.0% | -4.2% |
| 5Y | -22.5% | +81.9% | -104.4% | -75.8% |
| All | -27.8% | +99.8% | -127.6% | -81.3% |
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