+24.0%
DIT vs SPY
+312.9%
-288.9%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -0.1% | -2.7% | +2.6% | +0.6% |
| 30D | -4.2% | -5.4% | +1.2% | -2.7% |
| 3M | -9.2% | -4.1% | -5.1% | -8.2% |
| 6M | -29.9% | +0.7% | -30.6% | -30.0% |
| YTD | -15.1% | +8.7% | -23.8% | -16.9% |
| 1Y | -22.6% | +10.9% | -33.4% | -24.7% |
| 3Y | -50.2% | +75.0% | -125.2% | -57.5% |
| 5Y | -20.5% | +67.8% | -88.3% | -31.9% |
| All | +24.0% | +312.9% | -288.9% | -15.0% |
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