-71.4%
DSP vs SPY
+111.5%
-182.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +2.2% |
| 7D | +3.3% | +0.1% | +3.1% | +3.1% |
| 30D | +11.0% | +0.1% | +10.9% | +11.0% |
| 3M | +7.4% | +2.0% | +5.4% | +4.7% |
| 6M | +34.8% | +13.0% | +21.8% | +12.8% |
| YTD | +13.5% | +13.5% | -0.1% | -5.3% |
| 1Y | +35.8% | +20.0% | +15.8% | +5.1% |
| 3Y | +103.3% | +77.2% | +26.1% | -5.5% |
| 5Y | -5.6% | +81.9% | -87.5% | -54.0% |
| All | -71.4% | +111.5% | -182.9% | -89.3% |
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