+411.1%
DSU vs SPY
+1,044.7%
-633.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | +0.5% | +0.1% | +0.5% | +0.5% |
| 3M | -0.6% | +2.0% | -2.6% | -1.7% |
| 6M | +0.5% | +13.0% | -12.5% | -5.6% |
| YTD | -0.1% | +13.5% | -13.7% | -6.5% |
| 1Y | +0.1% | +20.0% | -19.9% | -8.9% |
| 3Y | +28.7% | +77.2% | -48.5% | -4.8% |
| 5Y | +35.6% | +81.9% | -46.3% | -2.5% |
| 10Y | +104.0% | +314.1% | -210.0% | -5.5% |
| All | +411.1% | +1,044.7% | -633.5% | +34.4% |
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