+36.4%
DTI vs SPY
+20.8%
+15.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +4.7% | +0.1% | +4.6% | +4.7% |
| 30D | +15.2% | +0.1% | +15.1% | +15.1% |
| 3M | -5.7% | +2.0% | -7.7% | -5.5% |
| 6M | -19.9% | +13.0% | -32.9% | -22.8% |
| YTD | +8.6% | +13.5% | -5.0% | +4.1% |
| 1Y | +36.4% | +20.0% | +16.4% | +44.9% |
| All | +36.4% | +20.8% | +15.6% | +44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling