-100.0%
DVLT vs SPY
+72.1%
-172.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -14.3% | +2.6% | -16.9% | -16.0% |
| 30D | -53.8% | -2.0% | -51.9% | -53.1% |
| 3M | -81.2% | -2.8% | -78.5% | -80.9% |
| 6M | -88.9% | +2.1% | -91.0% | -89.0% |
| YTD | -90.8% | +11.5% | -102.3% | -91.3% |
| 1Y | -96.1% | +13.5% | -109.6% | -96.4% |
| 3Y | -99.7% | +77.7% | -177.4% | -99.8% |
| All | -100.0% | +72.1% | -172.1% | -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