+200.0%
DSTL vs SPY
+213.6%
-13.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.7% |
| 7D | -3.9% | -0.4% | -3.6% | -3.6% |
| 30D | -1.5% | -1.4% | -0.2% | -0.3% |
| 3M | +11.9% | +3.7% | +8.1% | +8.0% |
| 6M | +11.6% | +13.0% | -1.4% | -0.7% |
| YTD | +14.3% | +12.4% | +1.9% | +2.2% |
| 1Y | +17.8% | +18.5% | -0.7% | +0.1% |
| 3Y | +51.9% | +77.6% | -25.7% | -13.2% |
| 5Y | +68.8% | +81.7% | -12.9% | -6.1% |
| All | +200.0% | +213.6% | -13.6% | -5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling