+104.3%
DVOL vs SPY
+196.6%
-92.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.3% |
| 7D | -0.7% | -2.7% | +2.0% | +1.3% |
| 30D | +2.4% | -5.4% | +7.8% | +6.5% |
| 3M | -4.6% | -4.1% | -0.5% | -1.8% |
| 6M | -1.5% | +0.7% | -2.2% | -2.4% |
| YTD | +3.6% | +8.7% | -5.1% | -3.0% |
| 1Y | +5.2% | +10.9% | -5.6% | -2.9% |
| 3Y | +43.5% | +75.0% | -31.5% | -6.9% |
| 5Y | +26.7% | +67.8% | -41.1% | -15.8% |
| All | +104.3% | +196.6% | -92.3% | -15.3% |
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