+310.2%
DY vs SPY
+81.8%
+228.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.5% |
| 7D | +5.4% | +0.5% | +4.9% | +4.8% |
| 30D | -25.8% | -0.9% | -24.8% | -25.0% |
| 3M | -34.0% | +3.9% | -37.9% | -36.6% |
| 6M | -15.2% | +14.5% | -29.7% | -26.4% |
| YTD | -10.4% | +12.9% | -23.3% | -20.9% |
| 1Y | +20.0% | +19.4% | +0.6% | +0.2% |
| 3Y | +209.1% | +78.5% | +130.7% | +70.6% |
| 5Y | +310.2% | +81.8% | +228.5% | +126.8% |
| All | +310.2% | +81.8% | +228.5% | +126.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling