+216.8%
DYNF vs SPY
+203.8%
+13.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.2% |
| 7D | +0.9% | +0.5% | +0.4% | +0.4% |
| 30D | -0.3% | -0.9% | +0.6% | +0.6% |
| 3M | +5.5% | +3.9% | +1.6% | +1.6% |
| 6M | +16.9% | +14.5% | +2.4% | +2.2% |
| YTD | +15.3% | +12.9% | +2.4% | +2.2% |
| 1Y | +22.3% | +19.4% | +2.9% | +2.6% |
| 3Y | +96.6% | +78.5% | +18.2% | +10.8% |
| 5Y | +103.1% | +81.8% | +21.3% | +12.5% |
| All | +216.8% | +203.8% | +13.0% | +6.9% |
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