+693.4%
DCO vs SPY
+322.5%
+371.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.5% | +2.4% |
| 7D | +2.6% | -0.8% | +3.4% | +3.5% |
| 30D | -14.2% | -1.1% | -13.2% | -13.2% |
| 3M | +4.7% | +3.9% | +0.8% | +0.5% |
| 6M | +33.7% | +13.6% | +20.1% | +16.5% |
| YTD | +81.6% | +12.7% | +68.9% | +59.6% |
| 1Y | +85.3% | +17.5% | +67.8% | +56.0% |
| 3Y | +298.7% | +76.9% | +221.8% | +110.1% |
| 5Y | +240.2% | +83.6% | +156.6% | +69.3% |
| All | +693.4% | +322.5% | +371.0% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling