-24.0%
DTG vs SPY
+74.7%
-98.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -5.0% | +2.6% | -7.6% | -5.8% |
| 30D | -2.6% | -2.0% | -0.6% | -2.1% |
| 3M | -10.3% | -2.8% | -7.6% | -9.6% |
| 6M | -12.5% | +2.1% | -14.6% | -13.3% |
| YTD | -11.2% | +11.5% | -22.7% | -14.6% |
| 1Y | -13.5% | +13.5% | -27.0% | -17.3% |
| 3Y | -9.1% | +77.7% | -86.8% | -26.5% |
| All | -24.0% | +74.7% | -98.7% | -39.4% |
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