-5.0%
DTG vs SPY
+76.5%
-81.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.2% |
| 7D | 0.0% | -0.4% | +0.3% | +0.1% |
| 30D | -3.2% | -1.4% | -1.8% | -2.8% |
| 3M | -4.8% | +3.7% | -8.6% | -5.9% |
| 6M | -5.3% | +13.0% | -18.3% | -8.9% |
| YTD | -3.9% | +12.4% | -16.3% | -7.4% |
| 1Y | -8.2% | +18.5% | -26.8% | -13.1% |
| All | -5.0% | +76.5% | -81.5% | -30.7% |
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