-97.2%
DNA vs SPY
+90.1%
-187.3%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.0% | +12.6% |
| 7D | +0.7% | -2.7% | +3.4% | +9.4% |
| 30D | -1.6% | -5.4% | +3.8% | +16.0% |
| 3M | +32.8% | -4.1% | +36.9% | +51.9% |
| 6M | +12.0% | +0.7% | +11.3% | +13.8% |
| YTD | +35.9% | +8.7% | +27.2% | +18.4% |
| 1Y | -0.1% | +10.9% | -11.0% | -16.9% |
| 3Y | -81.4% | +75.0% | -156.4% | -94.4% |
| 5Y | -98.0% | +67.8% | -165.8% | -99.3% |
| All | -97.2% | +90.1% | -187.3% | -99.1% |
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