+218.1%
DSTL vs SPY
+212.2%
+5.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.4% |
| 7D | +0.3% | +3.3% | -3.0% | -2.6% |
| 30D | +7.4% | -2.7% | +10.0% | +9.7% |
| 3M | +4.8% | -1.7% | +6.5% | +6.1% |
| 6M | +21.9% | +3.1% | +18.8% | +17.9% |
| YTD | +21.1% | +11.9% | +9.2% | +8.4% |
| 1Y | +24.1% | +12.0% | +12.2% | +10.9% |
| 3Y | +64.4% | +78.2% | -13.8% | -6.6% |
| 5Y | +69.4% | +73.2% | -3.8% | -1.5% |
| All | +218.1% | +212.2% | +5.8% | +0.6% |
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