+21.4%
DAVE vs SPY
+98.1%
-76.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -1.9% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | -11.5% | +0.1% | -11.6% | -11.4% |
| 3M | +45.5% | +2.0% | +43.5% | +41.6% |
| 6M | +80.7% | +13.0% | +67.7% | +46.4% |
| YTD | +71.9% | +13.5% | +58.4% | +39.0% |
| 1Y | +94.6% | +20.0% | +74.7% | +45.2% |
| 3Y | +4,629.1% | +77.2% | +4,551.9% | +1,947.0% |
| 5Y | +19.9% | +81.9% | -62.0% | -52.3% |
| All | +21.4% | +98.1% | -76.7% | -52.1% |
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