-63.0%
DV vs SPY
+98.9%
-161.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | +0.4% |
| 7D | -0.1% | -0.4% | +0.2% | +0.3% |
| 30D | +0.8% | -1.4% | +2.2% | +2.4% |
| 3M | +27.7% | +3.7% | +24.0% | +21.8% |
| 6M | +23.4% | +13.0% | +10.4% | +5.7% |
| YTD | +16.5% | +12.4% | +4.1% | +0.4% |
| 1Y | -9.9% | +18.5% | -28.4% | -27.5% |
| 3Y | -56.9% | +77.6% | -134.6% | -80.5% |
| 5Y | -64.1% | +81.7% | -145.8% | -83.8% |
| All | -63.0% | +98.9% | -161.8% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling