-63.6%
DYAI vs SPY
+313.2%
-376.8%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.4% | +4.4% | +4.3% |
| 7D | -14.8% | +0.1% | -14.9% | -14.8% |
| 30D | -46.4% | +0.1% | -46.4% | -46.5% |
| 3M | -27.8% | +2.0% | -29.8% | -28.8% |
| 6M | -36.6% | +13.0% | -49.6% | -41.5% |
| YTD | -44.7% | +13.5% | -58.2% | -49.2% |
| 1Y | -45.8% | +20.0% | -65.8% | -51.9% |
| 3Y | -72.9% | +77.2% | -150.1% | -81.7% |
| 5Y | -91.3% | +81.9% | -173.2% | -94.2% |
| All | -63.6% | +313.2% | -376.8% | -80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling