+621.5%
DCOM vs SPY
+866.5%
-245.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.2% |
| 7D | 0.0% | +2.6% | -2.6% | -1.5% |
| 30D | +11.7% | -2.0% | +13.7% | +12.9% |
| 3M | +3.1% | -2.8% | +5.9% | +4.8% |
| 6M | +18.3% | +2.1% | +16.1% | +16.6% |
| YTD | +44.2% | +11.5% | +32.8% | +35.1% |
| 1Y | +61.6% | +13.5% | +48.2% | +49.9% |
| 3Y | +141.6% | +77.7% | +63.9% | +75.2% |
| 5Y | +34.8% | +72.6% | -37.8% | -0.4% |
| 10Y | +92.2% | +308.2% | -216.0% | -1.0% |
| All | +621.5% | +866.5% | -245.0% | +185.7% |
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