-13.8%
DC vs SPY
+79.3%
-93.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.4% |
| 7D | -1.5% | +0.1% | -1.6% | -1.5% |
| 30D | +11.0% | +0.1% | +11.0% | +11.1% |
| 3M | +5.7% | +2.0% | +3.7% | +4.5% |
| 6M | -4.3% | +13.0% | -17.4% | -12.7% |
| YTD | +4.8% | +13.5% | -8.8% | -4.6% |
| 1Y | +36.8% | +20.0% | +16.8% | +19.9% |
| 3Y | +113.3% | +77.2% | +36.1% | +37.1% |
| All | -13.8% | +79.3% | -93.0% | -49.0% |
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