+29.0%
DIVP vs SPY
+54.6%
-25.6%
-12.3%
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 | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.8% | +0.1% | +0.8% | +0.8% |
| 3M | +4.2% | +2.0% | +2.2% | +3.2% |
| 6M | +5.3% | +13.0% | -7.7% | -0.6% |
| YTD | +13.2% | +13.5% | -0.3% | +6.6% |
| 1Y | +14.5% | +20.0% | -5.4% | +5.0% |
| All | +29.0% | +54.6% | -25.6% | +4.4% |
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