+6.4%
DJP vs SPY
+704.4%
-698.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | +11.5% | +0.1% | +11.4% | +11.4% |
| 3M | +6.4% | +2.0% | +4.5% | +5.6% |
| 6M | +17.8% | +13.0% | +4.8% | +12.5% |
| YTD | +37.4% | +13.5% | +23.8% | +30.9% |
| 1Y | +49.6% | +20.0% | +29.6% | +39.8% |
| 3Y | +57.9% | +77.2% | -19.3% | +27.1% |
| 5Y | +84.1% | +81.9% | +2.3% | +45.3% |
| 10Y | +126.9% | +314.1% | -187.1% | +28.6% |
| All | +6.4% | +704.4% | -698.0% | -57.8% |
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 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