+34.6%
DSU vs SPY
+79.8%
-45.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -0.5% | -2.0% | +1.5% | +0.1% |
| 30D | -0.6% | -1.7% | +1.0% | -0.1% |
| 3M | -0.4% | +4.7% | -5.1% | -2.0% |
| 6M | +1.1% | +12.5% | -11.4% | -2.9% |
| YTD | -0.2% | +11.7% | -11.9% | -4.1% |
| 1Y | -0.2% | +17.5% | -17.7% | -5.7% |
| 3Y | +27.5% | +76.6% | -49.1% | +3.6% |
| 5Y | +34.6% | +82.0% | -47.4% | +7.3% |
| All | +34.6% | +79.8% | -45.2% | +7.3% |
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