+680.0%
DK vs SPY
+752.3%
-72.3%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | -0.5% | +0.1% | -0.6% | -0.7% |
| 30D | +20.3% | +0.1% | +20.2% | +20.2% |
| 3M | +51.3% | +2.0% | +49.3% | +46.5% |
| 6M | +68.0% | +13.0% | +55.0% | +39.9% |
| YTD | +146.2% | +13.5% | +132.6% | +103.5% |
| 1Y | +130.2% | +20.0% | +110.2% | +76.9% |
| 3Y | +201.0% | +77.2% | +123.8% | +37.6% |
| 5Y | +407.7% | +81.9% | +325.8% | +116.6% |
| 10Y | +458.8% | +314.1% | +144.8% | -16.4% |
| All | +680.0% | +752.3% | -72.3% | -54.2% |
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