-51.8%
DCH vs SPY
+875.6%
-927.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +5.4% |
| 7D | +10.6% | +0.1% | +10.5% | +10.5% |
| 30D | +16.5% | +0.1% | +16.4% | +16.7% |
| 3M | +5.9% | +2.0% | +3.9% | +3.4% |
| 6M | +15.0% | +13.0% | +2.0% | -3.2% |
| YTD | +9.0% | +13.5% | -4.5% | -8.6% |
| 1Y | +16.9% | +20.0% | -3.1% | -10.0% |
| 3Y | -9.2% | +77.2% | -86.4% | -61.8% |
| 5Y | -19.1% | +81.9% | -101.0% | -66.1% |
| 10Y | -59.8% | +314.1% | -373.9% | -94.4% |
| All | -51.8% | +875.6% | -927.4% | -97.4% |
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 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