+125.3%
DTM vs SPY
+75.1%
+50.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | -8.6% | -2.7% | -5.9% | -7.2% |
| 30D | -7.4% | -5.4% | -2.0% | -4.6% |
| 3M | -13.9% | -4.1% | -9.8% | -12.0% |
| 6M | -20.3% | +0.7% | -21.0% | -21.0% |
| YTD | -3.1% | +8.7% | -11.8% | -8.5% |
| 1Y | +4.5% | +10.9% | -6.3% | -2.5% |
| 3Y | +125.3% | +75.0% | +50.4% | +80.6% |
| All | +125.3% | +75.1% | +50.3% | +80.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling