+126.8%
DQ vs SPY
+322.5%
-195.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.3% | -2.6% |
| 7D | -6.3% | -0.8% | -5.5% | -5.3% |
| 30D | -21.0% | -1.1% | -19.9% | -19.9% |
| 3M | -25.2% | +3.9% | -29.1% | -29.1% |
| 6M | -50.0% | +13.6% | -63.6% | -58.0% |
| YTD | -60.9% | +12.7% | -73.6% | -66.7% |
| 1Y | -55.4% | +17.5% | -72.9% | -63.7% |
| 3Y | -65.5% | +76.9% | -142.4% | -84.3% |
| 5Y | -81.2% | +83.6% | -164.8% | -91.7% |
| All | +126.8% | +322.5% | -195.6% | -65.0% |
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