-61.3%
DNTH vs SPY
+208.8%
-270.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +1.9% |
| 7D | +9.4% | +0.1% | +9.3% | +9.3% |
| 30D | +9.3% | -3.3% | +12.6% | +13.6% |
| 3M | -17.4% | -2.4% | -15.0% | -15.0% |
| 6M | +3.8% | +2.6% | +1.2% | +0.6% |
| YTD | +118.4% | +11.2% | +107.2% | +93.1% |
| 1Y | +148.1% | +13.4% | +134.7% | +114.8% |
| 3Y | +688.8% | +79.9% | +608.9% | +307.6% |
| 5Y | -24.2% | +72.2% | -96.4% | -58.7% |
| All | -61.3% | +208.8% | -270.1% | -89.2% |
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