+139.1%
DTH vs SPY
+311.3%
-172.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.1% |
| 7D | +0.6% | +0.5% | +0.1% | +0.2% |
| 30D | +0.4% | -0.9% | +1.3% | +1.0% |
| 3M | +8.9% | +3.9% | +5.0% | +5.8% |
| 6M | +11.1% | +14.5% | -3.5% | +0.7% |
| YTD | +16.5% | +12.9% | +3.6% | +6.6% |
| 1Y | +24.1% | +19.4% | +4.7% | +9.0% |
| 3Y | +84.4% | +78.5% | +5.9% | +18.5% |
| 5Y | +89.2% | +81.8% | +7.5% | +18.4% |
| 10Y | +139.1% | +311.5% | -172.4% | -24.8% |
| All | +139.1% | +311.3% | -172.2% | -24.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling