+6,377.0%
DJCO vs SPY
+3,040.6%
+3,336.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +4.7% | -2.0% | +6.7% | +5.4% |
| 30D | +15.7% | -1.7% | +17.3% | +16.3% |
| 3M | +22.9% | +4.7% | +18.1% | +20.9% |
| 6M | +23.1% | +12.5% | +10.6% | +18.3% |
| YTD | +32.9% | +11.7% | +21.2% | +28.2% |
| 1Y | +34.9% | +17.5% | +17.5% | +28.0% |
| 3Y | +121.6% | +76.6% | +45.0% | +87.6% |
| 5Y | +99.5% | +82.0% | +17.5% | +67.3% |
| 10Y | +193.7% | +317.1% | -123.4% | +110.2% |
| All | +6,377.0% | +3,040.6% | +3,336.4% | +3,109.6% |
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