+114.4%
DJP vs SPY
+307.0%
-192.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.8% | +2.6% | -3.4% | -1.5% |
| 30D | -7.7% | -2.0% | -5.8% | -7.3% |
| 3M | +0.6% | -2.8% | +3.4% | +1.2% |
| 6M | -5.6% | +2.1% | -7.7% | -6.4% |
| YTD | +28.8% | +11.5% | +17.3% | +24.3% |
| 1Y | +29.4% | +13.5% | +16.0% | +24.2% |
| 3Y | +51.9% | +77.7% | -25.8% | +25.7% |
| 5Y | +61.9% | +72.6% | -10.7% | +34.1% |
| All | +114.4% | +307.0% | -192.6% | +45.0% |
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