+14.3%
DAVE vs SPY
+94.9%
-80.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | +0.1% |
| 7D | -8.3% | -2.0% | -6.3% | -4.8% |
| 30D | +15.6% | -1.7% | +17.3% | +19.6% |
| 3M | +32.3% | +4.7% | +27.5% | +23.0% |
| 6M | +59.0% | +12.5% | +46.5% | +30.0% |
| YTD | +61.9% | +11.7% | +50.1% | +34.8% |
| 1Y | +67.3% | +17.5% | +49.8% | +29.6% |
| 3Y | +5,012.1% | +76.6% | +4,935.6% | +2,135.6% |
| 5Y | +11.9% | +82.0% | -70.2% | -54.2% |
| All | +14.3% | +94.9% | -80.6% | -53.5% |
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