+149.2%
DQ vs SPY
+307.0%
-157.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.2% | -4.1% |
| 7D | -13.8% | +2.6% | -16.3% | -16.9% |
| 30D | +1.9% | -2.0% | +3.8% | +4.6% |
| 3M | -26.9% | -2.8% | -24.1% | -24.1% |
| 6M | -43.0% | +2.1% | -45.1% | -44.6% |
| YTD | -63.0% | +11.5% | -74.5% | -68.1% |
| 1Y | -65.6% | +13.5% | -79.1% | -70.9% |
| 3Y | -60.4% | +77.7% | -138.1% | -82.1% |
| 5Y | -85.0% | +72.6% | -157.6% | -92.8% |
| All | +149.2% | +307.0% | -157.8% | -70.2% |
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