+20.8%
DAT vs SPY
+87.4%
-66.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.8% |
| 7D | -2.6% | +0.5% | -3.1% | -3.3% |
| 30D | +0.5% | -0.9% | +1.5% | +2.0% |
| 3M | +14.7% | +3.9% | +10.8% | +8.5% |
| 6M | +30.5% | +14.5% | +16.0% | +7.0% |
| YTD | +7.8% | +12.9% | -5.2% | -9.6% |
| 1Y | +3.1% | +19.4% | -16.3% | -20.3% |
| 3Y | +74.1% | +78.5% | -4.3% | -25.2% |
| All | +20.8% | +87.4% | -66.6% | -50.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling