+10,977.0%
DY vs SPY
+3,034.0%
+7,943.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +6.8% | +2.6% | +4.2% | +3.4% |
| 30D | -14.8% | -2.0% | -12.8% | -12.2% |
| 3M | -45.9% | -2.8% | -43.1% | -43.7% |
| 6M | -50.2% | +2.1% | -52.3% | -51.3% |
| YTD | -34.4% | +11.5% | -45.9% | -42.5% |
| 1Y | -21.6% | +13.5% | -35.1% | -32.7% |
| 3Y | +166.2% | +77.7% | +88.5% | +25.7% |
| 5Y | +161.4% | +72.6% | +88.8% | +26.2% |
| 10Y | +153.9% | +308.2% | -154.3% | -55.2% |
| All | +10,977.0% | +3,034.0% | +7,943.0% | +383.3% |
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