+150.8%
DVLU vs SPY
+209.9%
-59.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -1.8% | +0.1% | -1.9% | -1.9% |
| 3M | +4.4% | +2.0% | +2.4% | +2.1% |
| 6M | +15.4% | +13.0% | +2.4% | +1.9% |
| YTD | +16.1% | +13.5% | +2.5% | +2.0% |
| 1Y | +30.4% | +20.0% | +10.5% | +8.6% |
| 3Y | +75.2% | +77.2% | -2.0% | -1.2% |
| 5Y | +83.1% | +81.9% | +1.3% | +0.3% |
| All | +150.8% | +209.9% | -59.1% | -20.0% |
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 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