-100.0%
DVLT vs SPY
+79.8%
-179.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.4% |
| 7D | -25.9% | -2.0% | -23.9% | -24.8% |
| 30D | -35.5% | -1.7% | -33.8% | -34.8% |
| 3M | -48.7% | +4.7% | -53.5% | -50.3% |
| 6M | -70.1% | +12.5% | -82.7% | -72.2% |
| YTD | -69.2% | +11.7% | -81.0% | -71.1% |
| 1Y | -37.5% | +17.5% | -55.0% | -42.5% |
| 3Y | -99.8% | +76.6% | -176.4% | -99.9% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +79.8% | -179.8% | -100.0% |
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