-77.6%
DPST vs SPY
+67.4%
-144.9%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -1.2% |
| 7D | +0.2% | -2.7% | +2.9% | +8.6% |
| 30D | +12.8% | -5.4% | +18.2% | +32.3% |
| 3M | -18.4% | -4.1% | -14.3% | -8.4% |
| 6M | +0.4% | +0.7% | -0.3% | -5.1% |
| YTD | +20.8% | +8.7% | +12.1% | -9.2% |
| 1Y | +48.9% | +10.9% | +38.0% | +5.0% |
| 3Y | +127.6% | +75.0% | +52.6% | -53.6% |
| All | -77.6% | +67.4% | -144.9% | -93.1% |
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