+793.0%
DEO vs SPY
+3,091.8%
-2,298.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | -4.1% | +0.1% | -4.2% | -4.1% |
| 30D | +0.9% | +0.1% | +0.8% | +0.8% |
| 3M | +13.0% | +2.0% | +11.0% | +11.4% |
| 6M | +9.5% | +13.0% | -3.5% | +1.7% |
| YTD | +4.4% | +13.5% | -9.1% | -3.5% |
| 1Y | -15.8% | +20.0% | -35.7% | -24.7% |
| 3Y | -41.0% | +77.2% | -118.1% | -58.7% |
| 5Y | -48.4% | +81.9% | -130.3% | -64.7% |
| 10Y | -1.6% | +314.1% | -315.6% | -58.6% |
| All | +793.0% | +3,091.8% | -2,298.8% | +12.7% |
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