-98.6%
DTIL vs SPY
+205.8%
-304.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.7% | +1.9% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | 0.0% | +0.1% | -0.1% | -0.3% |
| 3M | +16.5% | +2.0% | +14.5% | +13.1% |
| 6M | +56.6% | +13.0% | +43.6% | +32.7% |
| YTD | +79.6% | +13.5% | +66.0% | +50.9% |
| 1Y | +48.5% | +20.0% | +28.5% | +16.1% |
| 3Y | -48.9% | +77.2% | -126.1% | -78.4% |
| 5Y | -98.2% | +81.9% | -180.0% | -99.2% |
| All | -98.6% | +205.8% | -304.3% | -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 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