+58.2%
DCMT vs SPY
+62.8%
-4.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +0.9% | +0.5% | +0.4% | +0.9% |
| 30D | +11.9% | -0.9% | +12.9% | +12.0% |
| 3M | +8.9% | +3.9% | +5.0% | +8.4% |
| 6M | +18.4% | +14.5% | +3.8% | +16.1% |
| YTD | +42.1% | +12.9% | +29.2% | +39.8% |
| 1Y | +43.5% | +19.4% | +24.2% | +39.2% |
| All | +58.2% | +62.8% | -4.6% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling