-13.3%
DC vs SPY
+78.3%
-91.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +1.0% |
| 7D | +2.9% | +0.5% | +2.4% | +2.4% |
| 30D | -0.3% | -0.9% | +0.6% | +0.6% |
| 3M | +18.4% | +3.9% | +14.5% | +15.0% |
| 6M | -2.0% | +14.5% | -16.5% | -11.4% |
| YTD | +5.3% | +12.9% | -7.6% | -3.6% |
| 1Y | +30.3% | +19.4% | +10.9% | +14.7% |
| 3Y | +121.5% | +78.5% | +43.0% | +41.7% |
| All | -13.3% | +78.3% | -91.6% | -48.4% |
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