+492.0%
DTST vs SPY
+607.6%
-115.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | +0.2% |
| 7D | -3.3% | +0.1% | -3.4% | -3.5% |
| 30D | -6.3% | +0.1% | -6.4% | -6.4% |
| 3M | -16.1% | +2.0% | -18.1% | -18.9% |
| 6M | -26.0% | +13.0% | -39.0% | -39.0% |
| YTD | -42.2% | +13.5% | -55.7% | -52.8% |
| 1Y | -34.5% | +20.0% | -54.5% | -51.0% |
| 3Y | -11.6% | +77.2% | -88.8% | -63.7% |
| 5Y | -45.7% | +81.9% | -127.6% | -80.2% |
| 10Y | +14,700.0% | +314.1% | +14,385.9% | +3,587.9% |
| All | +492.0% | +607.6% | -115.6% | -72.5% |
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