-35.1%
DIN vs SPY
+308.5%
-343.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +1.3% | +3.3% | -2.0% | -3.5% |
| 30D | +17.5% | -2.7% | +20.2% | +21.9% |
| 3M | +0.3% | -1.7% | +2.1% | +2.4% |
| 6M | +24.1% | +3.1% | +21.1% | +16.7% |
| YTD | +15.3% | +11.9% | +3.4% | -4.7% |
| 1Y | +46.5% | +12.0% | +34.5% | +20.8% |
| 3Y | -0.3% | +78.2% | -78.5% | -61.4% |
| 5Y | -47.8% | +73.2% | -121.0% | -79.1% |
| All | -35.1% | +308.5% | -343.6% | -90.0% |
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