-61.5%
DPST vs SPY
+82.0%
-143.5%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.8% |
| 7D | +3.5% | +0.1% | +3.4% | +3.3% |
| 30D | -9.0% | +0.1% | -9.0% | -9.2% |
| 3M | +21.4% | +2.0% | +19.4% | +11.9% |
| 6M | +30.5% | +13.0% | +17.5% | -12.7% |
| YTD | +39.1% | +13.5% | +25.6% | -7.5% |
| 1Y | +24.4% | +20.0% | +4.5% | -30.1% |
| 3Y | +109.6% | +77.2% | +32.4% | -57.5% |
| All | -61.5% | +82.0% | -143.5% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling