-80.1%
DPST vs SPY
+326.8%
-406.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.4% | -3.0% | +7.1% |
| 7D | -2.9% | -4.7% | +1.8% | +13.4% |
| 30D | +7.9% | -5.9% | +13.8% | +30.5% |
| 3M | -20.7% | -4.5% | -16.2% | -8.9% |
| 6M | +3.8% | +1.8% | +2.0% | -5.8% |
| YTD | +21.1% | +8.3% | +12.8% | -9.9% |
| 1Y | +46.7% | +9.3% | +37.3% | +5.8% |
| 3Y | +118.5% | +74.9% | +43.7% | -60.6% |
| 5Y | -77.4% | +67.3% | -144.7% | -93.8% |
| 10Y | -79.9% | +311.6% | -391.4% | -99.2% |
| All | -80.1% | +326.8% | -406.9% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling