-98.2%
DSY vs SPY
+76.5%
-174.8%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.8% |
| 7D | -4.8% | -0.4% | -4.5% | -4.7% |
| 30D | -22.4% | -1.4% | -21.0% | -21.9% |
| 3M | +103.3% | +3.7% | +99.6% | +98.3% |
| 6M | +13.7% | +13.0% | +0.7% | -1.4% |
| YTD | -31.5% | +12.4% | -43.9% | -40.3% |
| 1Y | -93.2% | +18.5% | -111.7% | -94.5% |
| All | -98.2% | +76.5% | -174.8% | -98.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling