-17.7%
DTG vs SPY
+76.1%
-93.8%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| 3M | -4.8% | +3.7% | -8.6% | -6.0% |
| 6M | -5.3% | +13.0% | -18.3% | -9.1% |
| YTD | -3.9% | +12.4% | -16.3% | -7.7% |
| 1Y | -8.2% | +18.5% | -26.8% | -13.4% |
| 3Y | -5.6% | +77.6% | -83.3% | -23.6% |
| All | -17.7% | +76.1% | -93.8% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling