+130.7%
DJP vs SPY
+318.9%
-188.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | +2.7% | -2.0% | +4.7% | +3.3% |
| 30D | +10.1% | -1.7% | +11.8% | +10.6% |
| 3M | +14.5% | +4.7% | +9.7% | +12.8% |
| 6M | +15.8% | +12.5% | +3.3% | +11.6% |
| YTD | +41.9% | +11.7% | +30.2% | +37.0% |
| 1Y | +53.6% | +17.5% | +36.1% | +45.9% |
| 3Y | +64.1% | +76.6% | -12.5% | +36.1% |
| 5Y | +90.3% | +82.0% | +8.3% | +54.8% |
| All | +130.7% | +318.9% | -188.2% | +43.9% |
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 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