-28.1%
DT vs SPY
+81.8%
-109.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.4% |
| 7D | -4.9% | +0.5% | -5.4% | -5.5% |
| 30D | +2.7% | -0.9% | +3.6% | +4.0% |
| 3M | +20.0% | +3.9% | +16.1% | +14.2% |
| 6M | +28.0% | +14.5% | +13.5% | +7.2% |
| YTD | +16.0% | +12.9% | +3.1% | -1.0% |
| 1Y | +0.7% | +19.4% | -18.6% | -20.2% |
| 3Y | +6.2% | +78.5% | -72.3% | -52.9% |
| 5Y | -28.1% | +81.8% | -109.9% | -66.9% |
| All | -28.1% | +81.8% | -109.9% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling