-79.5%
DYAI vs SPY
+312.9%
-392.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -10.5% | -2.7% | -7.8% | -8.7% |
| 30D | -26.1% | -5.4% | -20.7% | -23.2% |
| 3M | -66.7% | -4.1% | -62.6% | -65.7% |
| 6M | -55.3% | +0.7% | -56.0% | -55.5% |
| YTD | -63.8% | +8.7% | -72.5% | -65.8% |
| 1Y | -65.3% | +10.9% | -76.2% | -67.6% |
| 3Y | -79.6% | +75.0% | -154.6% | -86.2% |
| 5Y | -91.7% | +67.8% | -159.5% | -94.2% |
| All | -79.5% | +312.9% | -392.4% | -89.3% |
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 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