-79.9%
DTCX vs SPY
+80.7%
-160.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -5.2% | -2.0% | -3.2% | -4.6% |
| 30D | +4.1% | -1.7% | +5.8% | +4.7% |
| 3M | -5.2% | +4.7% | -9.9% | -6.2% |
| 6M | -24.2% | +12.5% | -36.7% | -26.3% |
| YTD | -26.9% | +11.7% | -38.6% | -28.8% |
| 1Y | -63.7% | +17.5% | -81.2% | -64.8% |
| 3Y | -61.7% | +76.6% | -138.3% | -63.7% |
| All | -79.9% | +80.7% | -160.6% | -81.8% |
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