-75.7%
DSP vs SPY
+108.5%
-184.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -2.7% |
| 7D | -8.4% | +3.3% | -11.7% | -12.3% |
| 30D | -12.4% | -2.7% | -9.7% | -8.8% |
| 3M | -7.1% | -1.7% | -5.4% | -4.9% |
| 6M | +7.3% | +3.1% | +4.2% | +3.0% |
| YTD | -3.7% | +11.9% | -15.6% | -18.1% |
| 1Y | +6.7% | +12.0% | -5.3% | -9.2% |
| 3Y | +104.0% | +78.2% | +25.9% | -6.2% |
| 5Y | -6.8% | +73.2% | -80.0% | -50.7% |
| All | -75.7% | +108.5% | -184.2% | -90.8% |
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 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