-91.6%
DYAI vs SPY
+74.0%
-165.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.3% | -0.4% | -9.9% | -10.0% |
| 7D | +2.9% | +3.3% | -0.3% | +0.6% |
| 30D | -18.6% | -2.7% | -15.9% | -16.7% |
| 3M | -60.2% | -1.7% | -58.5% | -59.6% |
| 6M | -51.4% | +3.1% | -54.5% | -52.5% |
| YTD | -62.8% | +11.9% | -74.7% | -65.8% |
| 1Y | -62.8% | +12.0% | -74.8% | -65.8% |
| 3Y | -78.9% | +78.2% | -157.1% | -87.2% |
| 5Y | -91.6% | +73.2% | -164.8% | -94.1% |
| All | -91.6% | +74.0% | -165.6% | -94.1% |
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 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