+173.4%
DNL vs SPY
+771.7%
-598.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | +2.6% | +2.6% | 0.0% | +0.4% |
| 30D | -4.4% | -2.0% | -2.4% | -2.5% |
| 3M | -9.9% | -2.8% | -7.1% | -7.5% |
| 6M | -4.0% | +2.1% | -6.1% | -5.5% |
| YTD | +3.7% | +11.5% | -7.8% | -5.0% |
| 1Y | +5.3% | +13.5% | -8.2% | -5.0% |
| 3Y | +33.1% | +77.7% | -44.6% | -18.9% |
| 5Y | +10.5% | +72.6% | -62.1% | -31.3% |
| 10Y | +135.3% | +308.2% | -172.9% | -31.3% |
| All | +173.4% | +771.7% | -598.3% | -59.2% |
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