+144.7%
DMAC vs SPY
+315.0%
-170.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.4% | +0.7% | +0.9% |
| 7D | +3.9% | +0.1% | +3.8% | +4.6% |
| 30D | +15.8% | -3.3% | +19.2% | +20.5% |
| 3M | +43.0% | -2.4% | +45.4% | +47.5% |
| 6M | +52.7% | +2.6% | +50.1% | +50.8% |
| YTD | +21.2% | +11.2% | +10.0% | +11.6% |
| 1Y | +63.0% | +13.4% | +49.6% | +48.1% |
| 3Y | +310.6% | +79.9% | +230.7% | +156.6% |
| 5Y | +114.9% | +72.2% | +42.7% | +38.2% |
| 10Y | +144.7% | +307.3% | -162.7% | -38.3% |
| All | +144.7% | +315.0% | -170.3% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling