+591.7%
DCOM vs SPY
+878.9%
-287.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.9% |
| 7D | +3.3% | +0.5% | +2.7% | +2.9% |
| 30D | +1.0% | -0.9% | +2.0% | +1.6% |
| 3M | +7.4% | +3.9% | +3.6% | +4.9% |
| 6M | +29.2% | +14.5% | +14.6% | +19.1% |
| YTD | +38.3% | +12.9% | +25.4% | +28.7% |
| 1Y | +35.4% | +19.4% | +16.1% | +22.0% |
| 3Y | +120.8% | +78.5% | +42.3% | +59.9% |
| 5Y | +49.8% | +81.8% | -32.0% | +7.8% |
| 10Y | +92.6% | +311.5% | -218.9% | -1.2% |
| All | +591.7% | +878.9% | -287.2% | +172.1% |
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 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