+78.2%
DSTX vs SPY
+78.4%
-0.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | +2.0% | -0.6% | +2.6% | +2.3% |
| 30D | +4.5% | -3.7% | +8.2% | +7.1% |
| 3M | -0.5% | -2.7% | +2.2% | +1.3% |
| 6M | +5.8% | +2.2% | +3.6% | +3.8% |
| YTD | +15.2% | +10.8% | +4.4% | +6.8% |
| 1Y | +19.7% | +11.2% | +8.5% | +10.7% |
| 3Y | +78.2% | +76.5% | +1.7% | +10.8% |
| All | +78.2% | +78.4% | -0.1% | +10.8% |
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