-50.4%
DSX vs SPY
+872.2%
-922.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +8.3% | +0.1% | +8.2% | +8.1% |
| 30D | +18.5% | +0.1% | +18.4% | +18.4% |
| 3M | +27.5% | +2.0% | +25.5% | +24.5% |
| 6M | +18.6% | +13.0% | +5.5% | +3.1% |
| YTD | +83.5% | +13.5% | +70.0% | +59.1% |
| 1Y | +85.8% | +20.0% | +65.8% | +51.3% |
| 3Y | -6.6% | +77.2% | -83.8% | -53.6% |
| 5Y | +2.3% | +81.9% | -79.5% | -51.7% |
| 10Y | +123.2% | +314.1% | -190.9% | -63.6% |
| All | -50.4% | +872.2% | -922.6% | -96.6% |
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