+758.7%
DIT vs SPY
+2,253.1%
-1,494.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | -1.6% | +0.1% | -1.7% | -1.6% |
| 3M | -16.4% | +2.0% | -18.4% | -16.8% |
| 6M | -9.0% | +13.0% | -22.0% | -11.5% |
| YTD | -8.0% | +13.5% | -21.5% | -10.6% |
| 1Y | -12.5% | +20.0% | -32.4% | -16.0% |
| 3Y | -50.6% | +77.2% | -127.8% | -56.8% |
| 5Y | -32.1% | +81.9% | -114.0% | -41.2% |
| 10Y | +34.4% | +314.1% | -279.7% | -3.2% |
| All | +758.7% | +2,253.1% | -1,494.4% | +418.1% |
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 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