-7.2%
DJT vs SPY
+87.4%
-94.6%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +3.1% |
| 7D | +1.9% | +0.5% | +1.3% | +1.2% |
| 30D | -9.6% | -0.9% | -8.7% | -8.3% |
| 3M | +13.3% | +3.9% | +9.4% | +8.1% |
| 6M | -9.3% | +14.5% | -23.9% | -23.5% |
| YTD | -30.3% | +12.9% | -43.2% | -39.9% |
| 1Y | -45.9% | +19.4% | -65.2% | -56.2% |
| 3Y | -45.1% | +78.5% | -123.6% | -71.8% |
| All | -7.2% | +87.4% | -94.6% | +1.8% |
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