-62.3%
DV vs SPY
+96.8%
-159.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -2.7% |
| 7D | 0.0% | +0.1% | -0.1% | -0.4% |
| 30D | +0.5% | -3.3% | +3.8% | +4.1% |
| 3M | +2.6% | -2.4% | +5.1% | +5.0% |
| 6M | +22.6% | +2.6% | +20.0% | +17.6% |
| YTD | +18.5% | +11.2% | +7.3% | +2.7% |
| 1Y | +44.4% | +13.4% | +31.0% | +22.2% |
| 3Y | -53.2% | +79.9% | -133.1% | -79.4% |
| 5Y | -60.4% | +72.2% | -132.6% | -80.9% |
| All | -62.3% | +96.8% | -159.2% | -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 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