-20.6%
DERM vs SPY
+76.6%
-97.2%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +5.2% | +0.1% | +5.1% | +5.1% |
| 30D | +22.8% | +0.1% | +22.8% | +22.7% |
| 3M | +26.4% | +2.0% | +24.4% | +24.8% |
| 6M | -2.2% | +13.0% | -15.3% | -9.0% |
| YTD | +1.9% | +13.5% | -11.6% | -5.4% |
| 1Y | +11.3% | +20.0% | -8.6% | +0.5% |
| 3Y | +272.5% | +77.2% | +195.3% | +184.6% |
| All | -20.6% | +76.6% | -97.2% | -41.9% |
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