+632.4%
DK vs SPY
+742.9%
-110.5%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.3% | +5.9% | +5.5% |
| 7D | +3.1% | -0.9% | +4.0% | +4.3% |
| 30D | -12.7% | -2.4% | -10.4% | -10.3% |
| 3M | +5.5% | -1.2% | +6.7% | +6.6% |
| 6M | +44.7% | +3.3% | +41.4% | +36.8% |
| YTD | +131.1% | +12.3% | +118.9% | +92.8% |
| 1Y | +64.4% | +12.4% | +52.0% | +36.7% |
| 3Y | +194.5% | +78.8% | +115.7% | +32.5% |
| 5Y | +344.9% | +75.2% | +269.7% | +98.6% |
| 10Y | +410.7% | +311.1% | +99.6% | -23.5% |
| All | +632.4% | +742.9% | -110.5% | -56.6% |
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