+54.0%
DJAN vs SPY
+117.6%
-63.6%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | -0.2% | -0.8% | +0.5% | 0.0% |
| 30D | +0.2% | -1.1% | +1.3% | +0.6% |
| 3M | +2.9% | +3.9% | -0.9% | +1.4% |
| 6M | +7.5% | +13.6% | -6.1% | +2.3% |
| YTD | +7.1% | +12.7% | -5.6% | +2.2% |
| 1Y | +11.0% | +17.5% | -6.5% | +4.3% |
| 3Y | +40.3% | +76.9% | -36.6% | +12.8% |
| 5Y | +46.1% | +83.6% | -37.5% | +14.5% |
| All | +54.0% | +117.6% | -63.6% | +13.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling