+59.0%
DSL vs SPY
+311.8%
-252.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -2.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.5% |
| 30D | +1.6% | -2.4% | +4.0% | +2.9% |
| 3M | -4.5% | -1.2% | -3.4% | -4.0% |
| 6M | -4.6% | +3.3% | -7.9% | -6.6% |
| YTD | -2.6% | +12.3% | -14.9% | -9.2% |
| 1Y | -3.1% | +12.4% | -15.5% | -9.8% |
| 3Y | +20.3% | +78.8% | -58.5% | -16.5% |
| 5Y | +2.5% | +75.2% | -72.7% | -28.6% |
| 10Y | +59.0% | +311.1% | -252.1% | -35.7% |
| All | +59.0% | +311.8% | -252.7% | -35.7% |
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