-53.5%
DNTH vs SPY
+215.2%
-268.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -3.9% | +0.1% | -4.0% | -4.0% |
| 3M | +28.5% | +2.0% | +26.5% | +25.5% |
| 6M | +74.3% | +13.0% | +61.3% | +51.5% |
| YTD | +162.3% | +13.5% | +148.8% | +126.5% |
| 1Y | +338.4% | +20.0% | +318.4% | +255.3% |
| 3Y | +813.0% | +77.2% | +735.8% | +378.3% |
| 5Y | +3.6% | +81.9% | -78.3% | -47.2% |
| All | -53.5% | +215.2% | -268.7% | -87.3% |
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 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