+368.2%
DNN vs SPY
+307.0%
+61.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | -5.9% | +2.6% | -8.5% | -8.9% |
| 30D | -4.6% | -2.0% | -2.7% | -1.9% |
| 3M | -36.8% | -2.8% | -34.0% | -34.0% |
| 6M | -42.6% | +2.1% | -44.8% | -43.2% |
| YTD | -22.6% | +11.5% | -34.0% | -30.9% |
| 1Y | -17.3% | +13.5% | -30.7% | -27.5% |
| 3Y | +24.1% | +77.7% | -53.6% | -36.3% |
| 5Y | +4.6% | +72.6% | -68.0% | -42.9% |
| All | +368.2% | +307.0% | +61.2% | -23.8% |
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