-73.6%
DTI vs SPY
+68.9%
-142.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -0.8% | -2.0% | +1.2% | +0.3% |
| 30D | +6.1% | -1.7% | +7.8% | +7.0% |
| 3M | -3.7% | +4.7% | -8.4% | -6.5% |
| 6M | -28.8% | +12.5% | -41.3% | -33.9% |
| YTD | +6.1% | +11.7% | -5.6% | -1.1% |
| 1Y | +33.3% | +17.5% | +15.9% | +20.7% |
| 3Y | -39.7% | +76.6% | -116.2% | -49.7% |
| All | -73.6% | +68.9% | -142.5% | -77.8% |
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 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