-52.2%
DIN vs SPY
+81.8%
-134.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.0% | -2.0% |
| 7D | -5.0% | +0.5% | -5.6% | -5.6% |
| 30D | -13.5% | -0.9% | -12.6% | -12.8% |
| 3M | +3.5% | +3.9% | -0.4% | -1.2% |
| 6M | -1.1% | +14.5% | -15.6% | -14.9% |
| YTD | -2.8% | +12.9% | -15.7% | -15.2% |
| 1Y | +35.1% | +19.4% | +15.8% | +11.0% |
| 3Y | -31.2% | +78.5% | -109.7% | -63.5% |
| All | -52.2% | +81.8% | -134.1% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling