+61.5%
DSL vs SPY
+509.8%
-448.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.6% | +0.1% | -1.7% | -1.7% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | -0.7% | +2.0% | -2.7% | -1.8% |
| 6M | -1.9% | +13.0% | -14.9% | -8.4% |
| YTD | +1.0% | +13.5% | -12.6% | -6.0% |
| 1Y | -5.5% | +20.0% | -25.5% | -14.7% |
| 3Y | +20.5% | +77.2% | -56.7% | -13.5% |
| 5Y | +3.6% | +81.9% | -78.3% | -27.6% |
| 10Y | +52.3% | +314.1% | -261.8% | -31.2% |
| All | +61.5% | +509.8% | -448.4% | -35.4% |
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