+5,468.4%
DCI vs SPY
+3,034.0%
+2,434.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +2.8% | +2.6% | +0.2% | +0.6% |
| 30D | -0.6% | -2.0% | +1.4% | +1.1% |
| 3M | -9.1% | -2.8% | -6.3% | -6.9% |
| 6M | +4.0% | +2.1% | +1.9% | +2.0% |
| YTD | -1.3% | +11.5% | -12.7% | -10.4% |
| 1Y | +1.4% | +13.5% | -12.0% | -9.4% |
| 3Y | +51.9% | +77.7% | -25.8% | -9.2% |
| 5Y | +50.0% | +72.6% | -22.6% | -8.5% |
| 10Y | +152.7% | +308.2% | -155.5% | -25.8% |
| All | +5,468.4% | +3,034.0% | +2,434.4% | +445.2% |
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 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