+33.6%
DIVN vs SPY
+22.0%
+11.6%
-5.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.5% | -0.5% |
| 7D | -1.0% | -4.7% | +3.7% | +0.6% |
| 30D | +7.4% | -5.9% | +13.3% | +9.5% |
| 3M | +7.2% | -4.5% | +11.8% | +8.8% |
| 6M | +13.4% | +1.8% | +11.6% | +12.0% |
| YTD | +23.8% | +8.3% | +15.4% | +18.9% |
| 1Y | +29.1% | +9.3% | +19.7% | +23.5% |
| All | +33.6% | +22.0% | +11.6% | +20.3% |
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