-71.8%
DSP vs SPY
+110.4%
-182.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.5% |
| 7D | +6.7% | +0.5% | +6.2% | +5.9% |
| 30D | +1.8% | -0.9% | +2.8% | +3.3% |
| 3M | +11.5% | +3.9% | +7.6% | +5.8% |
| 6M | +30.2% | +14.5% | +15.7% | +6.8% |
| YTD | +12.0% | +12.9% | -1.0% | -5.8% |
| 1Y | +30.7% | +19.4% | +11.4% | +2.0% |
| 3Y | +103.0% | +78.5% | +24.6% | -6.5% |
| 5Y | +1.1% | +81.8% | -80.6% | -50.6% |
| All | -71.8% | +110.4% | -182.1% | -89.4% |
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 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