-98.3%
DCTH vs SPY
+233.2%
-331.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +0.9% | +0.1% | +0.7% | +0.8% |
| 30D | +30.5% | +0.1% | +30.4% | +30.4% |
| 3M | +52.7% | +2.0% | +50.7% | +50.4% |
| 6M | +78.5% | +13.0% | +65.5% | +63.4% |
| YTD | +63.2% | +13.5% | +49.6% | +49.3% |
| 1Y | +48.5% | +20.0% | +28.5% | +30.8% |
| 3Y | +239.1% | +77.2% | +161.9% | +138.8% |
| 5Y | +67.0% | +81.9% | -14.9% | +14.7% |
| All | -98.3% | +233.2% | -331.4% | -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 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