-100.0%
DCOY vs SPY
+82.3%
-182.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | -0.7% | -0.8% | 0.0% | -0.4% |
| 30D | -25.8% | -1.1% | -24.8% | -25.6% |
| 3M | -54.7% | +3.9% | -58.6% | -55.4% |
| 6M | -66.0% | +13.6% | -79.6% | -67.4% |
| YTD | -65.7% | +12.7% | -78.4% | -67.0% |
| 1Y | -95.8% | +17.5% | -113.3% | -96.0% |
| 3Y | -99.8% | +76.9% | -176.7% | -99.8% |
| All | -100.0% | +82.3% | -182.3% | -100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling