+25.4%
DTW vs SPY
+231.5%
-206.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | +0.7% | +0.5% | +0.1% | +0.5% |
| 30D | -1.9% | -0.9% | -0.9% | -1.6% |
| 3M | -5.8% | +3.9% | -9.6% | -7.0% |
| 6M | -9.0% | +14.5% | -23.5% | -13.1% |
| YTD | -3.9% | +12.9% | -16.8% | -7.8% |
| 1Y | -10.3% | +19.4% | -29.7% | -15.6% |
| 3Y | -1.6% | +78.5% | -80.1% | -20.0% |
| 5Y | -0.6% | +81.8% | -82.3% | -20.5% |
| All | +25.4% | +231.5% | -206.1% | -20.0% |
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