-96.6%
DTIL vs SPY
+71.5%
-168.0%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.0% | -11.4% |
| 7D | +39.3% | +0.1% | +39.2% | +37.4% |
| 30D | +44.0% | -3.3% | +47.4% | +48.6% |
| 3M | +29.2% | -2.4% | +31.7% | +31.6% |
| 6M | +25.9% | +2.6% | +23.3% | +20.5% |
| YTD | +132.7% | +11.2% | +121.5% | +101.3% |
| 1Y | +57.7% | +13.4% | +44.3% | +33.1% |
| 3Y | -18.1% | +79.9% | -98.0% | -67.0% |
| 5Y | -96.6% | +72.2% | -168.8% | -98.3% |
| All | -96.6% | +71.5% | -168.0% | -98.3% |
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