+24.9%
DIT vs SPY
+315.0%
-290.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.6% |
| 7D | +1.6% | +0.1% | +1.6% | +1.6% |
| 30D | -4.2% | -3.3% | -0.8% | -3.3% |
| 3M | -9.3% | -2.4% | -6.9% | -8.8% |
| 6M | -29.9% | +2.6% | -32.5% | -30.4% |
| YTD | -15.1% | +11.2% | -26.3% | -17.5% |
| 1Y | -18.3% | +13.4% | -31.7% | -21.1% |
| 3Y | -49.4% | +79.9% | -129.3% | -57.2% |
| 5Y | -29.3% | +72.2% | -101.5% | -39.9% |
| 10Y | +24.9% | +307.3% | -282.4% | -16.1% |
| All | +24.9% | +315.0% | -290.1% | -16.1% |
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