-60.6%
DSX vs SPY
+861.4%
-922.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | -0.7% |
| 7D | 0.0% | -0.9% | +0.9% | +0.9% |
| 30D | -16.7% | -2.4% | -14.4% | -14.5% |
| 3M | +1.7% | -1.2% | +2.8% | +2.7% |
| 6M | -10.8% | +3.3% | -14.1% | -14.4% |
| YTD | +45.7% | +12.3% | +33.4% | +27.6% |
| 1Y | +34.4% | +12.4% | +22.0% | +17.6% |
| 3Y | -12.3% | +78.8% | -91.1% | -57.0% |
| 5Y | -16.6% | +75.2% | -91.8% | -59.0% |
| 10Y | +17.8% | +311.1% | -293.3% | -80.8% |
| All | -60.6% | +861.4% | -922.1% | -97.3% |
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 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