-13.8%
DC vs SPY
+71.6%
-85.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.3% | +5.6% | +5.6% |
| 7D | +17.4% | -2.7% | +20.1% | +20.4% |
| 30D | +6.1% | -5.4% | +11.5% | +12.0% |
| 3M | +7.8% | -4.1% | +11.9% | +12.6% |
| 6M | +4.9% | +0.7% | +4.2% | +5.9% |
| YTD | +4.8% | +8.7% | -3.9% | -0.2% |
| 1Y | +53.0% | +10.9% | +42.1% | +43.9% |
| 3Y | +121.2% | +75.0% | +46.2% | +45.1% |
| All | -13.8% | +71.6% | -85.3% | -46.6% |
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