-63.3%
DQ vs SPY
+78.7%
-142.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +2.0% |
| 7D | -3.7% | +0.5% | -4.3% | -4.4% |
| 30D | -15.2% | -0.9% | -14.3% | -14.4% |
| 3M | -19.8% | +3.9% | -23.7% | -23.5% |
| 6M | -43.7% | +14.5% | -58.2% | -52.0% |
| YTD | -57.7% | +12.9% | -70.6% | -63.3% |
| 1Y | -55.4% | +19.4% | -74.7% | -63.2% |
| 3Y | -63.3% | +78.5% | -141.7% | -83.2% |
| All | -63.3% | +78.7% | -142.0% | -83.2% |
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 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