-73.3%
DTI vs SPY
+70.3%
-143.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -1.1% | -0.8% | -0.4% | -0.7% |
| 30D | +7.8% | -1.1% | +8.8% | +8.4% |
| 3M | -0.4% | +3.9% | -4.2% | -2.7% |
| 6M | -27.1% | +13.6% | -40.8% | -32.8% |
| YTD | +7.3% | +12.7% | -5.3% | -0.4% |
| 1Y | +32.8% | +17.5% | +15.3% | +20.2% |
| 3Y | -40.8% | +76.9% | -117.7% | -50.8% |
| All | -73.3% | +70.3% | -143.6% | -77.7% |
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 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