-61.6%
DNTH vs SPY
+211.8%
-273.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.8% | -0.9% |
| 7D | +4.1% | -0.9% | +5.0% | +5.1% |
| 30D | +9.5% | -2.4% | +11.8% | +12.5% |
| 3M | -17.7% | -1.2% | -16.5% | -16.6% |
| 6M | +2.5% | +3.3% | -0.8% | -1.4% |
| YTD | +116.7% | +12.3% | +104.4% | +89.6% |
| 1Y | +147.4% | +12.4% | +134.9% | +116.3% |
| 3Y | +676.5% | +78.8% | +597.7% | +304.1% |
| 5Y | -24.9% | +75.2% | -100.0% | -59.9% |
| All | -61.6% | +211.8% | -273.3% | -89.4% |
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