-86.5%
DPST vs SPY
+307.0%
-393.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +2.3% |
| 7D | +2.0% | +2.6% | -0.6% | -6.7% |
| 30D | +17.0% | -2.0% | +18.9% | +23.6% |
| 3M | -20.3% | -2.8% | -17.5% | -13.8% |
| 6M | +19.8% | +2.1% | +17.7% | +7.2% |
| YTD | +23.2% | +11.5% | +11.7% | -17.9% |
| 1Y | +47.8% | +13.5% | +34.3% | -7.2% |
| 3Y | +160.5% | +77.7% | +82.8% | -58.3% |
| 5Y | -77.0% | +72.6% | -149.6% | -94.6% |
| All | -86.5% | +307.0% | -393.5% | -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