+330.2%
DSM vs SPY
+3,015.5%
-2,685.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | +8.7% | -3.7% | +12.4% | +9.5% |
| 3M | -3.4% | -2.7% | -0.6% | -2.9% |
| 6M | -6.4% | +2.2% | -8.6% | -6.9% |
| YTD | -4.9% | +10.8% | -15.7% | -6.8% |
| 1Y | -1.3% | +11.2% | -12.5% | -3.3% |
| 3Y | +24.3% | +76.5% | -52.2% | +11.4% |
| 5Y | -14.2% | +72.9% | -87.1% | -23.2% |
| 10Y | +11.2% | +304.8% | -293.7% | -15.2% |
| All | +330.2% | +3,015.5% | -2,685.3% | +103.8% |
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