-88.5%
DAVA vs SPY
+204.3%
-292.7%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +1.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.0% |
| 30D | -4.9% | -1.1% | -3.8% | -3.6% |
| 3M | +4.7% | +3.9% | +0.8% | -0.4% |
| 6M | -42.5% | +13.6% | -56.1% | -50.9% |
| YTD | -54.0% | +12.7% | -66.6% | -60.1% |
| 1Y | -70.9% | +17.5% | -88.4% | -75.9% |
| 3Y | -94.3% | +76.9% | -171.2% | -97.0% |
| 5Y | -97.9% | +83.6% | -181.5% | -98.9% |
| All | -88.5% | +204.3% | -292.7% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling