+619.2%
DVY vs SPY
+984.9%
-365.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | -1.3% | -0.4% | -0.9% | -1.0% |
| 30D | 0.0% | -1.4% | +1.3% | +1.1% |
| 3M | +4.9% | +3.7% | +1.2% | +1.3% |
| 6M | +8.2% | +13.0% | -4.8% | -3.4% |
| YTD | +16.5% | +12.4% | +4.1% | +4.4% |
| 1Y | +18.9% | +18.5% | +0.3% | +1.5% |
| 3Y | +61.6% | +77.6% | -16.1% | -5.3% |
| 5Y | +64.4% | +81.7% | -17.3% | -7.1% |
| 10Y | +172.7% | +319.7% | -147.0% | -28.8% |
| All | +619.2% | +984.9% | -365.7% | -20.8% |
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