-99.9%
DSS vs SPY
+2,929.0%
-3,028.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.2% |
| 7D | +52.6% | +0.1% | +52.5% | +52.7% |
| 30D | +50.9% | +0.1% | +50.9% | +51.0% |
| 3M | +78.1% | +2.0% | +76.1% | +77.0% |
| 6M | -6.8% | +13.0% | -19.9% | -10.5% |
| YTD | -10.6% | +13.5% | -24.1% | -14.1% |
| 1Y | -31.4% | +20.0% | -51.4% | -35.2% |
| 3Y | -78.5% | +77.2% | -155.7% | -82.2% |
| 5Y | -96.4% | +81.9% | -178.2% | -97.0% |
| 10Y | -99.8% | +314.1% | -413.8% | -99.9% |
| All | -99.9% | +2,929.0% | -3,028.9% | -100.0% |
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