+7,500.0%
DTST vs SPY
+322.5%
+7,177.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.2% |
| 7D | +2.7% | -0.8% | +3.5% | +4.1% |
| 30D | -10.9% | -1.1% | -9.8% | -9.1% |
| 3M | -10.9% | +3.9% | -14.7% | -17.1% |
| 6M | -25.9% | +13.6% | -39.5% | -41.8% |
| YTD | -40.6% | +12.7% | -53.3% | -52.9% |
| 1Y | -33.3% | +17.5% | -50.8% | -51.3% |
| 3Y | -13.1% | +76.9% | -90.0% | -71.1% |
| 5Y | -57.2% | +83.6% | -140.8% | -88.5% |
| All | +7,500.0% | +322.5% | +7,177.5% | +2,601.1% |
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