+911.8%
DEO vs SPY
+2,954.7%
-2,043.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +6.8% | -2.7% | +9.5% | +8.3% |
| 30D | +19.3% | -5.4% | +24.7% | +22.8% |
| 3M | +8.9% | -4.1% | +13.0% | +11.2% |
| 6M | +19.4% | +0.7% | +18.7% | +18.2% |
| YTD | +18.3% | +8.7% | +9.6% | +11.9% |
| 1Y | +17.0% | +10.9% | +6.1% | +9.3% |
| 3Y | -31.2% | +75.0% | -106.2% | -51.6% |
| 5Y | -44.1% | +67.8% | -111.9% | -59.9% |
| 10Y | +24.3% | +312.9% | -288.5% | -47.8% |
| All | +911.8% | +2,954.7% | -2,043.0% | +30.6% |
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