+113.9%
DVYA vs SPY
+592.9%
-479.0%
-45.6%
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% | -0.2% |
| 7D | -0.5% | -2.7% | +2.2% | +1.5% |
| 30D | +1.1% | -5.4% | +6.5% | +5.2% |
| 3M | -0.8% | -4.1% | +3.3% | +2.2% |
| 6M | +0.5% | +0.7% | -0.2% | -0.3% |
| YTD | +17.2% | +8.7% | +8.5% | +9.7% |
| 1Y | +21.2% | +10.9% | +10.4% | +11.8% |
| 3Y | +83.5% | +75.0% | +8.5% | +17.9% |
| 5Y | +78.2% | +67.8% | +10.4% | +16.6% |
| 10Y | +95.0% | +312.9% | -217.8% | -41.1% |
| All | +113.9% | +592.9% | -479.0% | -59.1% |
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