-51.4%
DTST vs SPY
+81.8%
-133.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.5% | +4.6% | +4.5% |
| 7D | +1.3% | +0.5% | +0.8% | +0.8% |
| 30D | -7.8% | -0.9% | -6.8% | -7.1% |
| 3M | -9.4% | +3.9% | -13.3% | -12.4% |
| 6M | -22.8% | +14.5% | -37.3% | -31.2% |
| YTD | -39.8% | +12.9% | -52.8% | -45.8% |
| 1Y | -32.0% | +19.4% | -51.4% | -41.6% |
| 3Y | -6.7% | +78.5% | -85.1% | -38.6% |
| 5Y | -51.4% | +81.8% | -133.2% | -72.8% |
| All | -51.4% | +81.8% | -133.2% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling