+71.5%
DNOV vs SPY
+169.8%
-98.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | 0.0% | -0.4% | +0.3% | +0.1% |
| 30D | +0.3% | -1.4% | +1.7% | +0.9% |
| 3M | +3.1% | +3.7% | -0.6% | +1.5% |
| 6M | +7.3% | +13.0% | -5.7% | +2.0% |
| YTD | +7.3% | +12.4% | -5.1% | +2.2% |
| 1Y | +13.3% | +18.5% | -5.3% | +5.6% |
| 3Y | +43.0% | +77.6% | -34.6% | +13.1% |
| 5Y | +50.2% | +81.7% | -31.5% | +17.1% |
| All | +71.5% | +169.8% | -98.3% | +11.4% |
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