-58.5%
DNLI vs SPY
+81.8%
-140.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | 0.0% |
| 7D | -5.1% | +0.5% | -5.6% | -5.9% |
| 30D | -11.1% | -0.9% | -10.1% | -9.7% |
| 3M | +13.0% | +3.9% | +9.1% | +5.6% |
| 6M | +12.1% | +14.5% | -2.4% | -9.7% |
| YTD | +33.7% | +12.9% | +20.8% | +10.7% |
| 1Y | +42.5% | +19.4% | +23.1% | +8.0% |
| 3Y | -7.9% | +78.5% | -86.4% | -62.0% |
| 5Y | -58.5% | +81.8% | -140.3% | -83.2% |
| All | -58.5% | +81.8% | -140.3% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling