-98.0%
DTIL vs SPY
+81.8%
-179.8%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -3.1% | +0.5% | -3.7% | -3.8% |
| 30D | -1.2% | -0.9% | -0.3% | -0.2% |
| 3M | +9.3% | +3.9% | +5.4% | +4.0% |
| 6M | +60.5% | +14.5% | +46.0% | +35.4% |
| YTD | +77.9% | +12.9% | +65.0% | +52.4% |
| 1Y | +48.9% | +19.4% | +29.5% | +19.2% |
| 3Y | -40.6% | +78.5% | -119.0% | -75.3% |
| 5Y | -98.0% | +81.8% | -179.8% | -99.1% |
| All | -98.0% | +81.8% | -179.8% | -99.1% |
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