+20.1%
DQ vs SPY
+773.4%
-753.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.4% |
| 7D | -10.0% | +0.1% | -10.1% | -10.2% |
| 30D | -7.3% | +0.1% | -7.4% | -7.5% |
| 3M | -27.1% | +2.0% | -29.1% | -29.2% |
| 6M | -47.6% | +13.0% | -60.7% | -56.2% |
| YTD | -58.3% | +13.5% | -71.8% | -65.3% |
| 1Y | -54.3% | +20.0% | -74.3% | -64.6% |
| 3Y | -66.6% | +77.2% | -143.7% | -85.7% |
| 5Y | -80.1% | +81.9% | -161.9% | -91.7% |
| 10Y | +147.5% | +314.1% | -166.6% | -71.5% |
| All | +20.1% | +773.4% | -753.3% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling