+19.4%
DEO vs SPY
+1.5%
+17.9%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.4% |
| 7D | +6.8% | -2.7% | +9.5% | +5.9% |
| 30D | +19.3% | -5.4% | +24.7% | +17.7% |
| 3M | +8.9% | -4.1% | +13.0% | +7.5% |
| 6M | +19.4% | +0.7% | +18.7% | +18.5% |
| All | +19.4% | +1.5% | +17.9% | +18.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling