+189.3%
SPY vs DT
+103.5%
+85.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +0.1% | -3.3% | +3.4% | +0.8% |
| 30D | +0.1% | +2.0% | -2.0% | -0.5% |
| 3M | +2.0% | +20.0% | -18.0% | -2.5% |
| 6M | +13.0% | +39.3% | -26.3% | +3.4% |
| YTD | +13.5% | +19.8% | -6.2% | +7.3% |
| 1Y | +20.0% | +4.3% | +15.7% | +16.7% |
| 3Y | +77.2% | +7.7% | +69.5% | +68.4% |
| 5Y | +81.9% | -26.8% | +108.7% | +79.8% |
| All | +189.3% | +103.5% | +85.8% | +109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling