-24.4%
DYN vs SPY
+140.0%
-164.4%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +3.6% |
| 7D | +8.3% | -2.7% | +11.0% | +12.9% |
| 30D | +13.1% | -5.4% | +18.5% | +23.4% |
| 3M | -30.2% | -4.1% | -26.1% | -25.4% |
| 6M | -4.1% | +0.7% | -4.8% | -4.7% |
| YTD | -7.6% | +8.7% | -16.3% | -17.4% |
| 1Y | -0.7% | +10.9% | -11.6% | -14.0% |
| 3Y | +121.4% | +75.0% | +46.5% | +7.8% |
| 5Y | +20.3% | +67.8% | -47.5% | -35.9% |
| All | -24.4% | +140.0% | -164.4% | -72.1% |
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