+117.6%
DT vs SPY
+186.6%
-69.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | +2.0% | +0.1% | +2.0% | +2.0% |
| 3M | +20.0% | +2.0% | +18.0% | +16.9% |
| 6M | +39.3% | +13.0% | +26.3% | +19.1% |
| YTD | +19.8% | +13.5% | +6.2% | +2.0% |
| 1Y | +4.3% | +20.0% | -15.7% | -17.2% |
| 3Y | +7.7% | +77.2% | -69.5% | -48.2% |
| 5Y | -26.8% | +81.9% | -108.7% | -64.9% |
| All | +117.6% | +186.6% | -69.0% | -37.5% |
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