+692.5%
DIT vs SPY
+2,196.9%
-1,504.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +4.1% | -0.6% | +4.7% | +4.2% |
| 30D | -4.2% | -3.7% | -0.5% | -3.4% |
| 3M | -9.3% | -2.7% | -6.6% | -8.8% |
| 6M | -29.9% | +2.2% | -32.1% | -30.3% |
| YTD | -15.1% | +10.8% | -25.9% | -17.0% |
| 1Y | -19.4% | +11.2% | -30.6% | -21.3% |
| 3Y | -47.1% | +76.5% | -123.6% | -53.7% |
| 5Y | -38.7% | +72.9% | -111.6% | -46.3% |
| 10Y | +26.6% | +304.8% | -278.2% | -8.3% |
| All | +692.5% | +2,196.9% | -1,504.4% | +380.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling