-82.1%
DPST vs SPY
+315.0%
-397.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.4% | +2.5% | -3.2% |
| 7D | -2.0% | +0.1% | -2.0% | -2.6% |
| 30D | +17.8% | -3.3% | +21.2% | +30.7% |
| 3M | -13.3% | -2.4% | -10.9% | -7.2% |
| 6M | +9.0% | +2.6% | +6.4% | -3.9% |
| YTD | +26.7% | +11.2% | +15.4% | -14.8% |
| 1Y | +49.9% | +13.4% | +36.6% | -5.6% |
| 3Y | +173.5% | +79.9% | +93.6% | -58.1% |
| 5Y | -76.2% | +72.2% | -148.4% | -94.4% |
| 10Y | -82.1% | +307.3% | -389.4% | -99.6% |
| All | -82.1% | +315.0% | -397.1% | -99.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling