-28.2%
DYN vs SPY
+146.2%
-174.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.4% |
| 7D | -5.0% | +2.6% | -7.6% | -8.6% |
| 30D | +14.1% | -2.0% | +16.1% | +18.0% |
| 3M | -33.9% | -2.8% | -31.1% | -30.7% |
| 6M | -6.9% | +2.1% | -9.1% | -9.5% |
| YTD | -12.3% | +11.5% | -23.8% | -24.5% |
| 1Y | -8.9% | +13.5% | -22.3% | -23.7% |
| 3Y | +97.2% | +77.7% | +19.5% | -6.5% |
| 5Y | +20.3% | +72.6% | -52.4% | -38.6% |
| All | -28.2% | +146.2% | -174.4% | -74.5% |
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