-98.1%
DSY vs SPY
+105.4%
-203.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -2.0% | +0.1% | -2.1% | -2.1% |
| 30D | +15.9% | +0.1% | +15.8% | +15.9% |
| 3M | +110.3% | +2.0% | +108.3% | +111.2% |
| 6M | +10.9% | +13.0% | -2.1% | -1.1% |
| YTD | -29.1% | +13.5% | -42.7% | -37.1% |
| 1Y | -81.5% | +20.0% | -101.5% | -84.5% |
| 3Y | -98.2% | +77.2% | -175.4% | -98.7% |
| All | -98.1% | +105.4% | -203.4% | -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 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