+24.0%
DAT vs SPY
+88.4%
-64.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.5% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | +4.0% | +0.1% | +3.9% | +4.1% |
| 3M | +12.7% | +2.0% | +10.7% | +9.5% |
| 6M | +34.4% | +13.0% | +21.4% | +12.3% |
| YTD | +10.6% | +13.5% | -2.9% | -8.0% |
| 1Y | +9.7% | +20.0% | -10.3% | -15.8% |
| 3Y | +76.9% | +77.2% | -0.3% | -23.2% |
| All | +24.0% | +88.4% | -64.4% | -49.9% |
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 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