-73.7%
DTI vs SPY
+70.7%
-144.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | 0.0% | +0.5% | -0.5% | -0.3% |
| 30D | +13.6% | -0.9% | +14.5% | +14.1% |
| 3M | -3.4% | +3.9% | -7.2% | -5.7% |
| 6M | -28.3% | +14.5% | -42.8% | -34.1% |
| YTD | +5.7% | +12.9% | -7.2% | -2.0% |
| 1Y | +32.1% | +19.4% | +12.8% | +18.5% |
| 3Y | -39.9% | +78.5% | -118.4% | -50.2% |
| All | -73.7% | +70.7% | -144.4% | -78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling