+68.2%
DJUL vs SPY
+157.6%
-89.4%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | 0.0% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | -0.4% | -1.4% | +1.0% | +0.2% |
| 3M | +2.7% | +3.7% | -1.0% | +1.0% |
| 6M | +7.3% | +13.0% | -5.7% | +1.5% |
| YTD | +7.4% | +12.4% | -5.0% | +1.8% |
| 1Y | +10.5% | +18.5% | -8.0% | +2.3% |
| 3Y | +46.8% | +77.6% | -30.9% | +14.5% |
| 5Y | +54.7% | +81.7% | -27.0% | +18.2% |
| All | +68.2% | +157.6% | -89.4% | +15.0% |
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 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