-61.5%
DTCX vs SPY
+76.5%
-138.1%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.5% | +5.1% | +4.9% |
| 7D | +7.4% | -0.4% | +7.8% | +7.7% |
| 30D | +3.6% | -1.4% | +5.0% | +4.3% |
| 3M | -5.6% | +3.7% | -9.3% | -6.9% |
| 6M | -24.9% | +13.0% | -37.9% | -28.6% |
| YTD | -26.5% | +12.4% | -38.9% | -29.9% |
| 1Y | -63.4% | +18.5% | -81.9% | -65.3% |
| All | -61.5% | +76.5% | -138.1% | -62.6% |
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