+43.8%
DYTA vs SPY
+97.5%
-53.7%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.2% |
| 7D | +1.0% | +0.5% | +0.4% | +0.6% |
| 30D | -0.5% | -0.9% | +0.4% | 0.0% |
| 3M | +2.1% | +3.9% | -1.7% | -0.1% |
| 6M | +11.1% | +14.5% | -3.4% | +2.6% |
| YTD | +8.8% | +12.9% | -4.1% | +1.4% |
| 1Y | +12.6% | +19.4% | -6.7% | +1.7% |
| 3Y | +40.6% | +78.5% | -37.9% | -3.3% |
| All | +43.8% | +97.5% | -53.7% | -6.7% |
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