+692.5%
DIT vs SPY
+2,152.1%
-1,459.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.3% | +2.2% | +2.4% |
| 7D | -0.1% | -2.7% | +2.6% | +0.5% |
| 30D | -4.2% | -5.4% | +1.2% | -3.0% |
| 3M | -9.2% | -4.1% | -5.1% | -8.4% |
| 6M | -29.9% | +0.7% | -30.6% | -30.0% |
| YTD | -15.1% | +8.7% | -23.8% | -16.7% |
| 1Y | -22.6% | +10.9% | -33.4% | -24.4% |
| 3Y | -50.2% | +75.0% | -125.2% | -56.3% |
| 5Y | -20.5% | +67.8% | -88.3% | -29.9% |
| 10Y | +23.6% | +312.9% | -289.3% | -10.8% |
| All | +692.5% | +2,152.1% | -1,459.6% | +382.9% |
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