-21.9%
DIT vs SPY
+14.6%
-36.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +0.7% |
| 7D | -2.6% | -0.7% | -1.8% | -2.2% |
| 30D | -10.1% | -1.0% | -9.0% | -9.7% |
| 3M | -11.4% | -0.3% | -11.1% | -11.3% |
| 6M | -31.4% | +7.3% | -38.7% | -32.9% |
| YTD | -17.2% | +13.3% | -30.5% | -20.6% |
| 1Y | -21.9% | +14.8% | -36.7% | -24.4% |
| All | -21.9% | +14.6% | -36.5% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling