+381.9%
DSU vs SPY
+1,024.0%
-642.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -1.0% | +2.6% | -3.6% | -2.3% |
| 30D | +0.4% | -2.0% | +2.4% | +1.4% |
| 3M | -6.2% | -2.8% | -3.5% | -5.0% |
| 6M | -7.0% | +2.1% | -9.2% | -8.2% |
| YTD | -5.8% | +11.5% | -17.3% | -11.1% |
| 1Y | -5.1% | +13.5% | -18.6% | -11.2% |
| 3Y | +20.4% | +77.7% | -57.3% | -11.2% |
| 5Y | +22.7% | +72.6% | -49.9% | -9.4% |
| 10Y | +101.6% | +308.2% | -206.5% | -6.0% |
| All | +381.9% | +1,024.0% | -642.1% | +27.8% |
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 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