-12.2%
DCH vs SPY
+76.5%
-88.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.3% |
| 7D | +2.4% | -0.4% | +2.8% | +3.0% |
| 30D | +1.2% | -1.4% | +2.6% | +3.6% |
| 3M | +6.7% | +3.7% | +3.0% | +1.5% |
| 6M | +16.1% | +13.0% | +3.1% | -1.8% |
| YTD | +4.8% | +12.4% | -7.6% | -10.3% |
| 1Y | +12.2% | +18.5% | -6.3% | -10.7% |
| All | -12.2% | +76.5% | -88.7% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling