+186.4%
SPY vs DT
+98.4%
+88.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.6% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -1.4% | +0.1% | -1.4% | -1.5% |
| 3M | +3.7% | +24.1% | -20.4% | -1.7% |
| 6M | +13.0% | +30.1% | -17.1% | +5.1% |
| YTD | +12.4% | +16.8% | -4.4% | +6.7% |
| 1Y | +18.5% | -0.1% | +18.6% | +16.4% |
| 3Y | +77.6% | +6.8% | +70.8% | +69.1% |
| 5Y | +81.7% | -28.4% | +110.1% | +80.4% |
| All | +186.4% | +98.4% | +88.0% | +108.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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