-98.5%
DSY vs SPY
+102.4%
-200.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.5% |
| 7D | -8.3% | +3.3% | -11.6% | -9.5% |
| 30D | -13.2% | -2.7% | -10.5% | -12.2% |
| 3M | -32.2% | -1.7% | -30.4% | -31.7% |
| 6M | +38.8% | +3.1% | +35.7% | +36.2% |
| YTD | -45.6% | +11.9% | -57.5% | -51.4% |
| 1Y | -73.2% | +12.0% | -85.2% | -76.1% |
| 3Y | -98.6% | +78.2% | -176.8% | -99.0% |
| All | -98.5% | +102.4% | -200.9% | -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 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