+256.1%
DJD vs SPY
+348.1%
-91.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -0.9% | +0.5% | -1.4% | -1.3% |
| 30D | -0.5% | -0.9% | +0.4% | +0.2% |
| 3M | +4.9% | +3.9% | +1.0% | +1.7% |
| 6M | +8.6% | +14.5% | -6.0% | -2.5% |
| YTD | +16.0% | +12.9% | +3.1% | +5.2% |
| 1Y | +23.0% | +19.4% | +3.6% | +6.7% |
| 3Y | +66.3% | +78.5% | -12.2% | +3.2% |
| 5Y | +71.5% | +81.8% | -10.3% | +3.4% |
| 10Y | +217.3% | +311.5% | -94.2% | -0.6% |
| All | +256.1% | +348.1% | -91.9% | +6.9% |
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