-57.5%
DYAI vs SPY
+653.4%
-710.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -10.5% | -2.7% | -7.8% | -9.0% |
| 30D | -26.1% | -5.4% | -20.7% | -23.6% |
| 3M | -66.7% | -4.1% | -62.6% | -65.9% |
| 6M | -55.3% | +0.7% | -56.0% | -55.5% |
| YTD | -63.8% | +8.7% | -72.5% | -65.5% |
| 1Y | -65.3% | +10.9% | -76.2% | -67.3% |
| 3Y | -79.6% | +75.0% | -154.6% | -85.3% |
| 5Y | -91.7% | +67.8% | -159.5% | -93.9% |
| 10Y | -79.4% | +312.9% | -392.2% | -90.3% |
| All | -57.5% | +653.4% | -710.9% | -81.3% |
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