-34.1%
DIN vs SPY
+307.0%
-341.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.1% |
| 7D | +2.9% | +2.6% | +0.3% | -0.9% |
| 30D | +18.1% | -2.0% | +20.1% | +21.3% |
| 3M | +6.9% | -2.8% | +9.7% | +10.9% |
| 6M | +30.4% | +2.1% | +28.2% | +24.3% |
| YTD | +17.0% | +11.5% | +5.5% | -2.7% |
| 1Y | +42.1% | +13.5% | +28.6% | +15.0% |
| 3Y | +0.6% | +77.7% | -77.1% | -60.9% |
| 5Y | -47.0% | +72.6% | -119.6% | -78.7% |
| All | -34.1% | +307.0% | -341.1% | -89.7% |
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