-48.9%
DAPP vs SPY
+97.6%
-146.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +1.0% |
| 7D | +0.3% | -0.9% | +1.2% | +3.1% |
| 30D | -17.5% | -2.4% | -15.2% | -11.4% |
| 3M | -16.5% | -1.2% | -15.4% | -12.7% |
| 6M | -34.8% | +3.3% | -38.1% | -38.2% |
| YTD | -12.3% | +12.3% | -24.6% | -30.9% |
| 1Y | -29.5% | +12.4% | -41.9% | -44.1% |
| 3Y | +155.8% | +78.8% | +77.0% | -29.3% |
| 5Y | -50.3% | +75.2% | -125.5% | -82.9% |
| All | -48.9% | +97.6% | -146.5% | -86.2% |
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