+60.7%
DINT vs SPY
+221.0%
-160.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.4% | -0.7% | -0.3% |
| 7D | +3.8% | +0.1% | +3.7% | +3.7% |
| 30D | +0.7% | -3.3% | +4.0% | +3.4% |
| 3M | -6.6% | -2.4% | -4.2% | -4.8% |
| 6M | -4.2% | +2.6% | -6.7% | -6.3% |
| YTD | -0.1% | +11.2% | -11.3% | -8.6% |
| 1Y | +4.1% | +13.4% | -9.3% | -6.3% |
| 3Y | +72.1% | +79.9% | -7.8% | +4.8% |
| 5Y | +50.3% | +72.2% | -21.9% | -5.4% |
| All | +60.7% | +221.0% | -160.3% | -38.9% |
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