+436.0%
DTST vs SPY
+593.2%
-157.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | -1.6% |
| 7D | -13.8% | +0.1% | -13.9% | -13.6% |
| 30D | -19.8% | -3.3% | -16.4% | -15.3% |
| 3M | -19.8% | -2.4% | -17.3% | -16.4% |
| 6M | -37.1% | +2.6% | -39.6% | -39.4% |
| YTD | -47.7% | +11.2% | -58.9% | -55.7% |
| 1Y | -35.7% | +13.4% | -49.1% | -47.4% |
| 3Y | -7.9% | +79.9% | -87.8% | -63.0% |
| 5Y | -36.9% | +72.2% | -109.1% | -74.6% |
| 10Y | +3,250.0% | +307.3% | +2,942.7% | +765.4% |
| All | +436.0% | +593.2% | -157.2% | -74.2% |
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 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