+5,925.7%
DCO vs SPY
+3,074.3%
+2,851.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | +0.5% |
| 7D | -0.2% | +0.5% | -0.8% | -0.8% |
| 30D | -14.6% | -0.9% | -13.6% | -13.8% |
| 3M | +12.2% | +3.9% | +8.3% | +8.6% |
| 6M | +30.6% | +14.5% | +16.1% | +15.8% |
| YTD | +76.9% | +12.9% | +64.0% | +58.9% |
| 1Y | +84.3% | +19.4% | +64.9% | +57.7% |
| 3Y | +288.1% | +78.5% | +209.7% | +128.9% |
| 5Y | +230.6% | +81.8% | +148.9% | +90.7% |
| 10Y | +628.7% | +311.5% | +317.2% | +115.7% |
| All | +5,925.7% | +3,074.3% | +2,851.5% | +424.3% |
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