-98.6%
DTIL vs SPY
+202.7%
-301.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -1.4% |
| 7D | -2.7% | -0.4% | -2.3% | -2.2% |
| 30D | -2.8% | -1.4% | -1.4% | -1.2% |
| 3M | +5.7% | +3.7% | +2.0% | +0.4% |
| 6M | +53.9% | +13.0% | +40.9% | +30.4% |
| YTD | +74.3% | +12.4% | +61.9% | +48.5% |
| 1Y | +42.4% | +18.5% | +23.9% | +13.1% |
| 3Y | -41.8% | +77.6% | -119.4% | -75.6% |
| 5Y | -98.1% | +81.7% | -179.8% | -99.2% |
| All | -98.6% | +202.7% | -301.3% | -99.7% |
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