-83.5%
DQ vs SPY
+74.6%
-158.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -1.8% |
| 7D | -3.0% | -0.9% | -2.1% | -2.2% |
| 30D | +6.5% | -2.4% | +8.8% | +9.7% |
| 3M | -19.8% | -1.2% | -18.7% | -18.7% |
| 6M | -39.3% | +3.3% | -42.6% | -41.8% |
| YTD | -60.5% | +12.3% | -72.8% | -65.8% |
| 1Y | -67.3% | +12.4% | -79.7% | -71.7% |
| 3Y | -56.6% | +78.8% | -135.4% | -79.5% |
| 5Y | -83.5% | +75.2% | -158.7% | -91.8% |
| All | -83.5% | +74.6% | -158.1% | -91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling