+36.6%
DC vs SPY
+13.0%
+23.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -7.6% |
| 7D | +1.2% | -0.9% | +2.1% | +2.8% |
| 30D | -3.2% | -2.4% | -0.8% | +2.5% |
| 3M | -8.3% | -1.2% | -7.1% | -5.4% |
| 6M | -9.5% | +3.3% | -12.8% | -14.1% |
| YTD | +1.8% | +12.3% | -10.5% | -18.2% |
| 1Y | +36.6% | +12.4% | +24.2% | +10.2% |
| All | +36.6% | +13.0% | +23.7% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling