+87.8%
DT vs SPY
+181.4%
-93.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | +3.1% | +2.6% | +0.5% | 0.0% |
| 30D | -29.5% | -2.0% | -27.6% | -27.8% |
| 3M | -11.7% | -2.8% | -8.9% | -8.6% |
| 6M | +29.0% | +2.1% | +26.9% | +25.5% |
| YTD | +3.4% | +11.5% | -8.1% | -10.0% |
| 1Y | -4.2% | +13.5% | -17.7% | -18.5% |
| 3Y | -12.8% | +77.7% | -90.5% | -58.4% |
| 5Y | -39.6% | +72.6% | -112.2% | -69.2% |
| All | +87.8% | +181.4% | -93.6% | -44.9% |
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 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