-57.7%
DQ vs SPY
+79.4%
-137.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.7% |
| 7D | -3.0% | -0.9% | -2.1% | -2.2% |
| 30D | +6.5% | -2.4% | +8.8% | +9.6% |
| 3M | -19.8% | -1.2% | -18.7% | -18.7% |
| 6M | -39.3% | +3.3% | -42.6% | -41.6% |
| YTD | -60.5% | +12.3% | -72.8% | -65.5% |
| 1Y | -67.3% | +12.4% | -79.7% | -71.4% |
| All | -57.7% | +79.4% | -137.0% | -83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling