+3,606.2%
DTST vs SPY
+311.8%
+3,294.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -5.8% |
| 7D | +6.3% | -0.9% | +7.2% | +8.5% |
| 30D | -8.8% | -2.4% | -6.4% | -4.7% |
| 3M | -14.8% | -1.2% | -13.6% | -12.8% |
| 6M | -28.6% | +3.3% | -31.8% | -32.9% |
| YTD | -42.1% | +12.3% | -54.4% | -53.7% |
| 1Y | -29.2% | +12.4% | -41.7% | -43.7% |
| 3Y | -0.8% | +78.8% | -79.6% | -67.6% |
| 5Y | -29.7% | +75.2% | -104.9% | -78.7% |
| 10Y | +3,606.2% | +311.1% | +3,295.1% | +7,626.2% |
| All | +3,606.2% | +311.8% | +3,294.5% | +7,626.2% |
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