+64.2%
DPST vs SPY
+14.6%
+49.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.7% | +3.5% | +2.3% |
| 7D | +8.0% | -0.7% | +8.7% | +9.4% |
| 30D | +14.7% | -1.0% | +15.7% | +16.5% |
| 3M | -16.0% | -0.3% | -15.6% | -15.7% |
| 6M | +16.5% | +7.3% | +9.2% | -1.4% |
| YTD | +30.8% | +13.3% | +17.5% | -2.2% |
| 1Y | +64.2% | +14.8% | +49.4% | +20.0% |
| All | +64.2% | +14.6% | +49.6% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling