+62.7%
DECT vs SPY
+97.6%
-34.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.2% | +0.4% |
| 7D | -0.6% | -0.7% | +0.2% | -0.1% |
| 30D | -0.4% | -1.0% | +0.7% | +0.3% |
| 3M | +1.0% | -0.3% | +1.4% | +1.2% |
| 6M | +6.5% | +7.3% | -0.9% | +1.6% |
| YTD | +10.7% | +13.3% | -2.6% | +1.9% |
| 1Y | +13.2% | +14.8% | -1.6% | +3.4% |
| 3Y | +53.8% | +82.9% | -29.1% | +0.5% |
| All | +62.7% | +97.6% | -34.9% | 0.0% |
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