+78.8%
DJD vs SPY
+72.1%
+6.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | +1.5% | +2.6% | -1.1% | 0.0% |
| 30D | +5.6% | -2.0% | +7.6% | +6.8% |
| 3M | +4.5% | -2.8% | +7.2% | +6.1% |
| 6M | +14.5% | +2.1% | +12.4% | +12.8% |
| YTD | +22.0% | +11.5% | +10.5% | +13.8% |
| 1Y | +23.2% | +13.5% | +9.8% | +13.8% |
| 3Y | +79.6% | +77.7% | +1.9% | +24.0% |
| All | +78.8% | +72.1% | +6.7% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling