+110.9%
DT vs SPYG
+228.9%
-118.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -2.6% |
| 7D | -4.9% | +1.2% | -6.1% | -6.0% |
| 30D | +2.7% | -1.6% | +4.2% | +4.5% |
| 3M | +20.0% | +3.4% | +16.6% | +14.9% |
| 6M | +28.0% | +18.9% | +9.1% | +3.9% |
| YTD | +16.0% | +13.8% | +2.2% | -1.0% |
| 1Y | +0.7% | +20.6% | -19.9% | -20.1% |
| 3Y | +6.2% | +100.5% | -94.3% | -55.8% |
| 5Y | -28.1% | +84.6% | -112.7% | -65.8% |
| All | +110.9% | +228.9% | -118.1% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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