+2,189.1%
DTE vs SPY
+3,034.0%
-844.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | +3.4% | +2.6% | +0.8% | +2.0% |
| 30D | +8.9% | -2.0% | +10.9% | +10.0% |
| 3M | +1.1% | -2.8% | +3.8% | +2.5% |
| 6M | +0.1% | +2.1% | -2.1% | -1.5% |
| YTD | +11.1% | +11.5% | -0.4% | +3.7% |
| 1Y | +4.9% | +13.5% | -8.5% | -3.0% |
| 3Y | +58.6% | +77.7% | -19.1% | +11.4% |
| 5Y | +47.3% | +72.6% | -25.3% | +3.6% |
| 10Y | +151.3% | +308.2% | -156.8% | +8.1% |
| All | +2,189.1% | +3,034.0% | -844.8% | +150.2% |
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