-61.8%
DNTH vs SPY
+207.7%
-269.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -1.0% | -0.9% |
| 7D | +7.4% | -0.6% | +8.0% | +8.1% |
| 30D | +7.8% | -3.7% | +11.5% | +12.6% |
| 3M | -20.6% | -2.7% | -17.8% | -18.0% |
| 6M | +2.4% | +2.2% | +0.2% | -0.3% |
| YTD | +115.5% | +10.8% | +104.7% | +91.3% |
| 1Y | +142.6% | +11.2% | +131.3% | +114.8% |
| 3Y | +672.3% | +76.5% | +595.8% | +307.9% |
| 5Y | -23.5% | +72.9% | -96.5% | -58.6% |
| All | -61.8% | +207.7% | -269.5% | -89.3% |
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