+68.0%
DD vs SPY
+71.5%
-3.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.4% | +3.5% | +3.3% |
| 7D | +9.8% | +0.1% | +9.7% | +9.7% |
| 30D | +19.3% | -3.3% | +22.7% | +23.7% |
| 3M | +9.4% | -2.4% | +11.8% | +12.2% |
| 6M | +4.8% | +2.6% | +2.2% | +1.7% |
| YTD | +30.2% | +11.2% | +19.0% | +15.9% |
| 1Y | +32.2% | +13.4% | +18.8% | +15.2% |
| 3Y | +93.1% | +79.9% | +13.2% | +4.0% |
| 5Y | +68.0% | +72.2% | -4.2% | -5.2% |
| All | +68.0% | +71.5% | -3.5% | -5.2% |
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