-24.7%
DYN vs SPY
+148.0%
-172.7%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -1.6% |
| 7D | -3.0% | -0.9% | -2.1% | -1.5% |
| 30D | +12.7% | -2.4% | +15.1% | +17.2% |
| 3M | -32.6% | -1.2% | -31.5% | -31.2% |
| 6M | -2.5% | +3.3% | -5.8% | -6.8% |
| YTD | -8.0% | +12.3% | -20.3% | -21.8% |
| 1Y | -8.5% | +12.4% | -21.0% | -22.4% |
| 3Y | +106.8% | +78.8% | +28.0% | -3.0% |
| 5Y | +26.6% | +75.2% | -48.6% | -36.5% |
| All | -24.7% | +148.0% | -172.7% | -73.6% |
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