-48.9%
DEO vs SPY
+81.8%
-130.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.7% | -2.0% |
| 7D | -3.2% | +0.5% | -3.8% | -3.5% |
| 30D | -9.6% | -0.9% | -8.6% | -9.1% |
| 3M | +8.6% | +3.9% | +4.7% | +6.3% |
| 6M | +7.6% | +14.5% | -6.9% | -0.2% |
| YTD | +2.0% | +12.9% | -10.9% | -4.9% |
| 1Y | -15.1% | +19.4% | -34.5% | -23.3% |
| 3Y | -41.5% | +78.5% | -119.9% | -59.3% |
| 5Y | -48.9% | +81.8% | -130.7% | -65.1% |
| All | -48.9% | +81.8% | -130.7% | -65.1% |
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 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