-73.1%
DSP vs SPY
+102.4%
-175.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.1% |
| 7D | +0.1% | -2.7% | +2.8% | +4.0% |
| 30D | +0.5% | -5.4% | +5.9% | +8.7% |
| 3M | +4.3% | -4.1% | +8.4% | +10.4% |
| 6M | +13.2% | +0.7% | +12.5% | +12.0% |
| YTD | +6.7% | +8.7% | -2.0% | -5.5% |
| 1Y | +47.8% | +10.9% | +36.9% | +27.3% |
| 3Y | +131.4% | +75.0% | +56.4% | +9.1% |
| 5Y | +8.1% | +67.8% | -59.7% | -40.1% |
| All | -73.1% | +102.4% | -175.5% | -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 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