-18.4%
DNN vs SPY
+847.9%
-866.2%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +10.7% | +0.1% | +10.6% | +10.8% |
| 3M | +0.3% | +2.0% | -1.7% | -1.5% |
| 6M | -17.0% | +13.0% | -30.0% | -29.0% |
| YTD | +28.6% | +13.5% | +15.0% | +9.6% |
| 1Y | +50.0% | +20.0% | +30.0% | +18.8% |
| 3Y | +142.6% | +77.2% | +65.4% | +11.8% |
| 5Y | +142.6% | +81.9% | +60.7% | +13.5% |
| 10Y | +557.7% | +314.1% | +243.6% | -8.3% |
| All | -18.4% | +847.9% | -866.2% | -96.5% |
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