-70.6%
DSP vs SPY
+107.2%
-177.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.4% | +6.9% | +5.9% |
| 7D | +10.4% | +0.1% | +10.3% | +10.3% |
| 30D | +6.9% | -3.3% | +10.3% | +12.4% |
| 3M | +6.0% | -2.4% | +8.5% | +9.7% |
| 6M | +16.6% | +2.6% | +14.1% | +12.6% |
| YTD | +16.6% | +11.2% | +5.4% | +0.1% |
| 1Y | +63.3% | +13.4% | +49.9% | +36.4% |
| 3Y | +152.1% | +79.9% | +72.2% | +14.5% |
| 5Y | +11.5% | +72.2% | -60.7% | -40.4% |
| All | -70.6% | +107.2% | -177.8% | -88.7% |
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