+24.3%
DIT vs SPY
+311.3%
-287.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.5% | -6.3% | -6.7% |
| 7D | -8.7% | +0.5% | -9.2% | -8.8% |
| 30D | -8.5% | -0.9% | -7.6% | -8.3% |
| 3M | -14.0% | +3.9% | -17.9% | -14.8% |
| 6M | -15.3% | +14.5% | -29.8% | -18.2% |
| YTD | -14.3% | +12.9% | -27.2% | -17.0% |
| 1Y | -17.8% | +19.4% | -37.2% | -21.6% |
| 3Y | -50.4% | +78.5% | -128.9% | -57.9% |
| 5Y | -29.5% | +81.8% | -111.2% | -40.8% |
| 10Y | +24.3% | +311.5% | -287.2% | -14.2% |
| All | +24.3% | +311.3% | -287.0% | -14.2% |
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 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