+285.5%
DTM vs SPY
+91.1%
+194.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.6% |
| 7D | +0.9% | +0.5% | +0.3% | +0.5% |
| 30D | -0.2% | -0.9% | +0.7% | +0.4% |
| 3M | -6.7% | +3.9% | -10.6% | -9.3% |
| 6M | -6.2% | +14.5% | -20.7% | -15.0% |
| YTD | +11.0% | +12.9% | -2.0% | +1.3% |
| 1Y | +28.9% | +19.4% | +9.5% | +12.9% |
| 3Y | +180.9% | +78.5% | +102.4% | +81.9% |
| 5Y | +252.6% | +81.8% | +170.8% | +120.4% |
| All | +285.5% | +91.1% | +194.4% | +131.1% |
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 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