+105.7%
DVOL vs SPY
+208.2%
-102.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | +0.6% | +0.5% | 0.0% | +0.2% |
| 30D | -3.8% | -0.9% | -2.8% | -3.1% |
| 3M | +2.6% | +3.9% | -1.3% | -0.4% |
| 6M | +3.0% | +14.5% | -11.5% | -7.0% |
| YTD | +4.3% | +12.9% | -8.6% | -4.9% |
| 1Y | +4.9% | +19.4% | -14.5% | -8.3% |
| 3Y | +45.0% | +78.5% | -33.5% | -7.1% |
| 5Y | +29.5% | +81.8% | -52.3% | -18.9% |
| All | +105.7% | +208.2% | -102.5% | -17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling