-96.9%
DNA vs SPY
+94.6%
-191.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.2% | +3.6% |
| 7D | +25.6% | +0.1% | +25.5% | +27.2% |
| 30D | -4.8% | -3.3% | -1.5% | +6.3% |
| 3M | +55.2% | -2.4% | +57.6% | +70.5% |
| 6M | +38.5% | +2.6% | +36.0% | +35.3% |
| YTD | +48.9% | +11.2% | +37.6% | +22.7% |
| 1Y | +38.2% | +13.4% | +24.8% | +9.0% |
| 3Y | -75.5% | +79.9% | -155.4% | -93.1% |
| 5Y | -97.9% | +72.2% | -170.1% | -99.3% |
| All | -96.9% | +94.6% | -191.5% | -99.0% |
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