-99.8%
DVLT vs SPY
+76.5%
-176.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.3% |
| 7D | -27.6% | -0.4% | -27.2% | -27.4% |
| 30D | -30.0% | -1.4% | -28.6% | -29.5% |
| 3M | -47.5% | +3.7% | -51.2% | -48.6% |
| 6M | -69.1% | +13.0% | -82.1% | -70.8% |
| YTD | -67.7% | +12.4% | -80.1% | -69.3% |
| 1Y | -32.3% | +18.5% | -50.8% | -35.8% |
| All | -99.8% | +76.5% | -176.3% | -99.6% |
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 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