-87.9%
DAVA vs SPY
+206.6%
-294.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.5% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | +3.0% | +0.1% | +3.0% | +3.1% |
| 3M | +6.2% | +2.0% | +4.3% | +3.3% |
| 6M | -42.3% | +13.0% | -55.3% | -50.4% |
| YTD | -51.6% | +13.5% | -65.1% | -58.4% |
| 1Y | -69.3% | +20.0% | -89.3% | -75.2% |
| 3Y | -93.8% | +77.2% | -171.0% | -96.7% |
| 5Y | -97.8% | +81.9% | -179.6% | -98.8% |
| All | -87.9% | +206.6% | -294.5% | -95.8% |
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 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