+113.9%
DNP vs SPY
+304.1%
-190.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +0.7% | -0.6% | +1.3% | +0.9% |
| 30D | +3.1% | -3.7% | +6.8% | +4.9% |
| 3M | -4.9% | -2.7% | -2.2% | -3.8% |
| 6M | -1.8% | +2.2% | -3.9% | -3.2% |
| YTD | +7.9% | +10.8% | -2.9% | +1.9% |
| 1Y | +7.0% | +11.2% | -4.2% | +0.9% |
| 3Y | +43.1% | +76.5% | -33.4% | +5.0% |
| 5Y | +36.3% | +72.9% | -36.7% | -0.1% |
| 10Y | +113.9% | +304.8% | -190.9% | -6.1% |
| All | +113.9% | +304.1% | -190.2% | -6.1% |
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