+618.0%
DIN vs SPY
+3,045.4%
-2,427.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -1.8% |
| 7D | +1.3% | +3.3% | -2.0% | -2.7% |
| 30D | +17.5% | -2.7% | +20.2% | +21.2% |
| 3M | +0.3% | -1.7% | +2.1% | +2.1% |
| 6M | +24.1% | +3.1% | +21.1% | +18.2% |
| YTD | +15.3% | +11.9% | +3.4% | -1.0% |
| 1Y | +46.5% | +12.0% | +34.5% | +25.5% |
| 3Y | -0.3% | +78.2% | -78.5% | -52.4% |
| 5Y | -47.8% | +73.2% | -121.0% | -74.3% |
| 10Y | -32.9% | +309.6% | -342.6% | -86.1% |
| All | +618.0% | +3,045.4% | -2,427.4% | -69.5% |
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