-81.4%
DNA vs SPY
+75.1%
-156.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.0% | +12.5% |
| 7D | +0.7% | -2.7% | +3.4% | +9.7% |
| 30D | -1.6% | -5.4% | +3.8% | +16.6% |
| 3M | +32.8% | -4.1% | +36.9% | +52.5% |
| 6M | +12.0% | +0.7% | +11.3% | +14.0% |
| YTD | +35.9% | +8.7% | +27.2% | +17.9% |
| 1Y | -0.1% | +10.9% | -11.0% | -17.2% |
| 3Y | -81.4% | +75.0% | -156.4% | -97.0% |
| All | -81.4% | +75.1% | -156.5% | -97.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling