-95.3%
DJTU vs SPY
+33.0%
-128.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +4.8% |
| 7D | -15.5% | -2.0% | -13.5% | -8.7% |
| 30D | -7.2% | -1.7% | -5.5% | -0.6% |
| 3M | +6.6% | +4.7% | +1.8% | -7.9% |
| 6M | -47.7% | +12.5% | -60.2% | -63.6% |
| YTD | -72.3% | +11.7% | -84.1% | -79.8% |
| 1Y | -87.4% | +17.5% | -104.9% | -91.9% |
| All | -95.3% | +33.0% | -128.2% | -97.8% |
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