+929.9%
DEO vs SPY
+3,015.5%
-2,085.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | +8.0% | -0.6% | +8.6% | +8.2% |
| 30D | +18.6% | -3.7% | +22.3% | +20.9% |
| 3M | +5.9% | -2.7% | +8.7% | +7.3% |
| 6M | +22.0% | +2.2% | +19.8% | +19.8% |
| YTD | +20.4% | +10.8% | +9.6% | +12.6% |
| 1Y | +9.3% | +11.2% | -1.9% | +1.9% |
| 3Y | -21.0% | +76.5% | -97.5% | -44.7% |
| 5Y | -42.7% | +72.9% | -115.7% | -59.7% |
| 10Y | +29.3% | +304.8% | -275.6% | -45.1% |
| All | +929.9% | +3,015.5% | -2,085.6% | +31.5% |
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 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