+111.3%
DTEC vs SPY
+226.7%
-115.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -0.9% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | +1.2% | +0.1% | +1.1% | +1.2% |
| 3M | +3.6% | +2.0% | +1.6% | +1.5% |
| 6M | +13.1% | +13.0% | +0.1% | -0.6% |
| YTD | +7.3% | +13.5% | -6.3% | -6.1% |
| 1Y | +4.5% | +20.0% | -15.5% | -13.6% |
| 3Y | +38.6% | +77.2% | -38.6% | -23.8% |
| 5Y | +1.5% | +81.9% | -80.4% | -45.2% |
| All | +111.3% | +226.7% | -115.4% | -34.6% |
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 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