+1,260.5%
DNP vs SPY
+3,091.8%
-1,831.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +1.1% | +0.1% | +1.0% | +1.0% |
| 3M | +2.3% | +2.0% | +0.3% | +1.4% |
| 6M | +5.2% | +13.0% | -7.8% | +0.3% |
| YTD | +12.9% | +13.5% | -0.6% | +7.5% |
| 1Y | +18.0% | +20.0% | -2.0% | +9.9% |
| 3Y | +36.5% | +77.2% | -40.7% | +9.6% |
| 5Y | +46.6% | +81.9% | -35.3% | +15.3% |
| 10Y | +113.3% | +314.1% | -200.7% | +24.6% |
| All | +1,260.5% | +3,091.8% | -1,831.2% | +313.4% |
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 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