-60.5%
DNTH vs SPY
+209.5%
-270.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.3% |
| 7D | +6.7% | +2.6% | +4.1% | +3.7% |
| 30D | +22.8% | -2.0% | +24.8% | +25.6% |
| 3M | -16.2% | -2.8% | -13.5% | -13.5% |
| 6M | +7.1% | +2.1% | +4.9% | +4.3% |
| YTD | +122.8% | +11.5% | +111.3% | +96.4% |
| 1Y | +158.6% | +13.5% | +145.2% | +123.5% |
| 3Y | +708.9% | +77.7% | +631.2% | +323.9% |
| 5Y | -22.4% | +72.6% | -95.0% | -57.8% |
| All | -60.5% | +209.5% | -270.0% | -89.0% |
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