+100.9%
DTCR vs SPY
+78.1%
+22.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | +2.0% | +2.6% | -0.6% | -0.6% |
| 30D | -3.5% | -2.0% | -1.5% | -1.5% |
| 3M | -12.7% | -2.8% | -9.9% | -10.0% |
| 6M | -17.2% | +2.1% | -19.3% | -18.4% |
| YTD | +20.7% | +11.5% | +9.2% | +9.8% |
| 1Y | +23.3% | +13.5% | +9.9% | +10.6% |
| 3Y | +100.9% | +77.7% | +23.2% | +7.3% |
| All | +100.9% | +78.1% | +22.8% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling