-45.8%
DIN vs SPY
+318.9%
-364.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.2% |
| 7D | -12.2% | -2.0% | -10.3% | -9.5% |
| 30D | -21.2% | -1.7% | -19.6% | -19.4% |
| 3M | -12.6% | +4.7% | -17.3% | -19.2% |
| 6M | -1.8% | +12.5% | -14.3% | -18.9% |
| YTD | -11.1% | +11.7% | -22.8% | -25.9% |
| 1Y | +25.2% | +17.5% | +7.7% | -3.6% |
| 3Y | -37.1% | +76.6% | -113.6% | -75.2% |
| 5Y | -55.9% | +82.0% | -138.0% | -83.8% |
| All | -45.8% | +318.9% | -364.6% | -92.0% |
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 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