+70.0%
DSTL vs SPY
+81.8%
-11.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -1.9% | -2.0% |
| 7D | -2.4% | +0.5% | -3.0% | -2.8% |
| 30D | +0.4% | -0.9% | +1.4% | +1.2% |
| 3M | +13.6% | +3.9% | +9.8% | +10.0% |
| 6M | +12.6% | +14.5% | -1.9% | +0.4% |
| YTD | +15.6% | +12.9% | +2.6% | +4.2% |
| 1Y | +18.8% | +19.4% | -0.5% | +2.2% |
| 3Y | +53.6% | +78.5% | -24.8% | -8.0% |
| 5Y | +70.0% | +81.8% | -11.7% | -1.5% |
| All | +70.0% | +81.8% | -11.7% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling