+2,109.3%
DTE vs SPY
+3,091.8%
-982.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -2.6% | +0.1% | -2.6% | -2.6% |
| 3M | -3.9% | +2.0% | -5.9% | -5.2% |
| 6M | -7.9% | +13.0% | -20.9% | -14.4% |
| YTD | +7.2% | +13.5% | -6.4% | -0.8% |
| 1Y | +3.1% | +20.0% | -16.9% | -7.6% |
| 3Y | +47.6% | +77.2% | -29.6% | +3.9% |
| 5Y | +32.7% | +81.9% | -49.2% | -9.3% |
| 10Y | +138.8% | +314.1% | -175.3% | +2.0% |
| All | +2,109.3% | +3,091.8% | -982.5% | +139.3% |
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 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