-100.0%
DCOY vs SPY
+357.9%
-457.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -5.2% | -2.0% | -3.2% | -3.7% |
| 30D | -29.5% | -1.7% | -27.8% | -28.6% |
| 3M | -51.2% | +4.7% | -55.9% | -52.7% |
| 6M | -66.9% | +12.5% | -79.5% | -69.6% |
| YTD | -64.9% | +11.7% | -76.7% | -67.5% |
| 1Y | -95.0% | +17.5% | -112.5% | -95.5% |
| 3Y | -99.8% | +76.6% | -176.3% | -99.9% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| 10Y | -100.0% | +317.1% | -417.1% | -100.0% |
| All | -100.0% | +357.9% | -457.9% | -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 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