+21.3%
DSL vs SPY
+78.7%
-57.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -2.1% | -0.9% | -1.2% | -1.8% |
| 3M | -0.4% | +3.9% | -4.3% | -2.0% |
| 6M | +0.2% | +14.5% | -14.3% | -5.4% |
| YTD | +0.9% | +12.9% | -12.0% | -4.2% |
| 1Y | -6.7% | +19.4% | -26.1% | -13.5% |
| 3Y | +21.3% | +78.5% | -57.2% | -11.1% |
| All | +21.3% | +78.7% | -57.4% | -11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling