-55.6%
DQ vs SPY
+17.2%
-72.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -1.8% |
| 7D | -6.8% | -2.0% | -4.8% | -3.4% |
| 30D | -19.5% | -1.7% | -17.8% | -17.2% |
| 3M | -19.0% | +4.7% | -23.8% | -26.0% |
| 6M | -49.1% | +12.5% | -61.6% | -59.3% |
| YTD | -60.3% | +11.7% | -72.0% | -67.8% |
| 1Y | -55.6% | +17.5% | -73.1% | -61.6% |
| All | -55.6% | +17.2% | -72.9% | -61.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling