-98.1%
DSY vs SPY
+102.1%
-200.2%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.1% |
| 7D | -2.6% | -2.0% | -0.6% | -1.8% |
| 30D | -19.8% | -1.7% | -18.1% | -19.3% |
| 3M | -47.1% | +4.7% | -51.8% | -48.1% |
| 6M | +26.8% | +12.5% | +14.3% | +12.5% |
| YTD | -30.2% | +11.7% | -41.9% | -37.7% |
| 1Y | -88.2% | +17.5% | -105.6% | -90.0% |
| 3Y | -98.2% | +76.6% | -174.8% | -98.7% |
| All | -98.1% | +102.1% | -200.2% | -98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling