+49.2%
DYN vs SPY
+82.8%
-33.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.1% |
| 7D | -3.2% | +0.1% | -3.3% | -3.3% |
| 30D | -7.2% | +0.1% | -7.3% | -7.3% |
| 3M | +31.9% | +2.0% | +29.9% | +27.6% |
| 6M | +59.4% | +13.0% | +46.4% | +32.6% |
| YTD | +24.1% | +13.5% | +10.6% | +2.7% |
| 1Y | +83.4% | +20.0% | +63.4% | +40.7% |
| 3Y | +106.3% | +77.2% | +29.1% | -5.5% |
| All | +49.2% | +82.8% | -33.5% | -26.2% |
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