+53.3%
DMAY vs SPY
+173.1%
-119.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -1.5% | -2.7% | +1.2% | -0.3% |
| 30D | -2.8% | -5.4% | +2.6% | -0.4% |
| 3M | -1.7% | -4.1% | +2.4% | +0.2% |
| 6M | +0.7% | +0.7% | 0.0% | +0.3% |
| YTD | +4.0% | +8.7% | -4.7% | 0.0% |
| 1Y | +5.9% | +10.9% | -5.0% | +0.9% |
| 3Y | +37.0% | +75.0% | -38.0% | +6.7% |
| 5Y | +36.1% | +67.8% | -31.7% | +5.1% |
| All | +53.3% | +173.1% | -119.8% | +2.3% |
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 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