-82.1%
DSS vs SPY
+76.5%
-158.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.5% | -8.3% | -8.7% |
| 7D | +35.9% | -0.4% | +36.2% | +36.0% |
| 30D | +47.1% | -1.4% | +48.4% | +47.2% |
| 3M | +49.4% | +3.7% | +45.7% | +49.6% |
| 6M | -18.5% | +13.0% | -31.5% | -18.8% |
| YTD | -19.2% | +12.4% | -31.6% | -19.3% |
| 1Y | -39.0% | +18.5% | -57.6% | -39.2% |
| All | -82.1% | +76.5% | -158.7% | -84.5% |
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