-40.5%
DNA vs SPY
+20.8%
-61.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +1.2% |
| 7D | -0.1% | +0.1% | -0.3% | -0.6% |
| 30D | -25.8% | +0.1% | -25.9% | -25.7% |
| 3M | -23.2% | +2.0% | -25.2% | -26.7% |
| 6M | +3.9% | +13.0% | -9.1% | -29.2% |
| YTD | -16.4% | +13.5% | -29.9% | -42.9% |
| 1Y | -40.5% | +20.0% | -60.5% | -65.4% |
| All | -40.5% | +20.8% | -61.3% | -65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling