+82.5%
SPY vs DT
-28.4%
+110.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.1% | +2.6% | +0.1% |
| 7D | +0.5% | -4.9% | +5.4% | +1.6% |
| 30D | -0.9% | +2.7% | -3.6% | -1.6% |
| 3M | +3.9% | +20.0% | -16.1% | -0.6% |
| 6M | +14.5% | +28.0% | -13.5% | +7.1% |
| YTD | +12.9% | +16.0% | -3.1% | +7.7% |
| 1Y | +19.4% | +0.7% | +18.6% | +17.5% |
| 3Y | +78.5% | +6.2% | +72.3% | +70.5% |
| All | +82.5% | -28.4% | +110.9% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling