-15.0%
DYN vs SPY
+149.4%
-164.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.5% | -15.8% | -15.5% |
| 7D | -19.1% | +0.5% | -19.6% | -19.6% |
| 30D | -22.6% | -0.9% | -21.7% | -21.4% |
| 3M | +20.8% | +3.9% | +16.9% | +13.8% |
| 6M | +36.7% | +14.5% | +22.2% | +12.4% |
| YTD | +3.8% | +12.9% | -9.1% | -12.6% |
| 1Y | +52.7% | +19.4% | +33.3% | +19.5% |
| 3Y | +85.0% | +78.5% | +6.5% | -13.2% |
| 5Y | +24.8% | +81.8% | -56.9% | -39.9% |
| All | -15.0% | +149.4% | -164.4% | -70.5% |
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