-0.2%
DJP vs SPY
+689.9%
-690.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | -0.8% | +2.6% | -3.4% | -1.7% |
| 30D | -7.7% | -2.0% | -5.8% | -7.2% |
| 3M | +0.6% | -2.8% | +3.4% | +1.4% |
| 6M | -5.6% | +2.1% | -7.7% | -6.5% |
| YTD | +28.8% | +11.5% | +17.3% | +23.3% |
| 1Y | +29.4% | +13.5% | +16.0% | +23.1% |
| 3Y | +51.9% | +77.7% | -25.8% | +22.0% |
| 5Y | +61.9% | +72.6% | -10.7% | +30.0% |
| 10Y | +114.8% | +308.2% | -193.4% | +22.1% |
| All | -0.2% | +689.9% | -690.1% | -60.3% |
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