-77.3%
DPST vs SPY
+72.1%
-149.4%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +2.2% |
| 7D | +2.0% | +2.6% | -0.6% | -5.8% |
| 30D | +17.0% | -2.0% | +18.9% | +23.2% |
| 3M | -20.3% | -2.8% | -17.5% | -14.2% |
| 6M | +19.8% | +2.1% | +17.7% | +8.7% |
| YTD | +23.2% | +11.5% | +11.7% | -14.5% |
| 1Y | +47.8% | +13.5% | +34.3% | -2.9% |
| 3Y | +160.5% | +77.7% | +82.8% | -49.4% |
| All | -77.3% | +72.1% | -149.4% | -93.7% |
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 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