+285.8%
DCO vs SPY
+75.5%
+210.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | +0.4% | -2.0% | +2.4% | +2.3% |
| 30D | -15.3% | -1.7% | -13.6% | -13.9% |
| 3M | +8.6% | +4.7% | +3.8% | +4.1% |
| 6M | +27.6% | +12.5% | +15.1% | +14.6% |
| YTD | +75.7% | +11.7% | +64.0% | +58.8% |
| 1Y | +83.3% | +17.5% | +65.8% | +59.1% |
| All | +285.8% | +75.5% | +210.3% | +160.0% |
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 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