+53.3%
DSL vs SPY
+498.8%
-445.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | -1.9% | +2.6% | -4.5% | -3.3% |
| 30D | +1.2% | -2.0% | +3.2% | +2.2% |
| 3M | -6.7% | -2.8% | -3.9% | -5.4% |
| 6M | -6.2% | +2.1% | -8.3% | -7.4% |
| YTD | -4.2% | +11.5% | -15.6% | -10.0% |
| 1Y | -4.1% | +13.5% | -17.6% | -10.8% |
| 3Y | +19.1% | +77.7% | -58.6% | -14.8% |
| 5Y | +0.5% | +72.6% | -72.1% | -27.6% |
| 10Y | +56.5% | +308.2% | -251.7% | -28.8% |
| All | +53.3% | +498.8% | -445.5% | -38.2% |
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