+111.0%
DSP vs SPY
+78.1%
+32.9%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.4% |
| 7D | -7.2% | +2.6% | -9.8% | -10.6% |
| 30D | -5.5% | -2.0% | -3.6% | -2.6% |
| 3M | -8.2% | -2.8% | -5.4% | -4.3% |
| 6M | +13.7% | +2.1% | +11.6% | +10.3% |
| YTD | -1.0% | +11.5% | -12.5% | -16.3% |
| 1Y | +14.2% | +13.5% | +0.7% | -6.3% |
| 3Y | +111.0% | +77.7% | +33.3% | -18.7% |
| All | +111.0% | +78.1% | +32.9% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling