-63.0%
DNTH vs SPY
+201.7%
-264.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.3% |
| 7D | +4.4% | -2.7% | +7.1% | +7.7% |
| 30D | +1.4% | -5.4% | +6.7% | +7.9% |
| 3M | -21.7% | -4.1% | -17.6% | -18.0% |
| 6M | -4.9% | +0.7% | -5.6% | -5.9% |
| YTD | +108.8% | +8.7% | +100.1% | +89.4% |
| 1Y | +136.2% | +10.9% | +125.3% | +109.7% |
| 3Y | +636.6% | +75.0% | +561.6% | +292.5% |
| 5Y | -31.6% | +67.8% | -99.4% | -61.6% |
| All | -63.0% | +201.7% | -264.7% | -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 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