-94.5%
DAVA vs SPY
+76.5%
-171.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -2.0% | -1.8% |
| 7D | -8.2% | -0.4% | -7.8% | -7.7% |
| 30D | -6.6% | -1.4% | -5.3% | -4.8% |
| 3M | -1.7% | +3.7% | -5.5% | -6.8% |
| 6M | -46.9% | +13.0% | -59.9% | -55.5% |
| YTD | -55.5% | +12.4% | -67.9% | -62.2% |
| 1Y | -71.7% | +18.5% | -90.2% | -77.6% |
| All | -94.5% | +76.5% | -171.1% | -97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling