-98.3%
DCTH vs SPY
+227.8%
-326.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.7% |
| 7D | -4.1% | -2.0% | -2.1% | -2.7% |
| 30D | -8.2% | -1.7% | -6.6% | -7.1% |
| 3M | +41.2% | +4.7% | +36.5% | +36.3% |
| 6M | +68.6% | +12.5% | +56.1% | +54.9% |
| YTD | +56.4% | +11.7% | +44.7% | +44.8% |
| 1Y | +42.1% | +17.5% | +24.6% | +27.2% |
| 3Y | +228.5% | +76.6% | +151.9% | +132.4% |
| 5Y | +52.7% | +82.0% | -29.4% | +5.1% |
| All | -98.3% | +227.8% | -326.2% | -99.9% |
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 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