-85.6%
DPST vs SPY
+311.8%
-397.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -5.2% |
| 7D | -5.2% | -0.9% | -4.2% | -2.7% |
| 30D | +13.3% | -2.4% | +15.7% | +21.3% |
| 3M | -17.1% | -1.2% | -15.9% | -15.2% |
| 6M | +12.8% | +3.3% | +9.5% | -3.0% |
| YTD | +24.1% | +12.3% | +11.8% | -19.3% |
| 1Y | +43.8% | +12.4% | +31.3% | -6.7% |
| 3Y | +163.4% | +78.8% | +84.6% | -58.7% |
| 5Y | -77.1% | +75.2% | -152.3% | -94.9% |
| 10Y | -85.6% | +311.1% | -396.7% | -99.7% |
| All | -85.6% | +311.8% | -397.4% | -99.7% |
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