-100.0%
DUST vs SPY
+312.5%
-412.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.6% | -2.5% |
| 7D | -4.1% | -0.4% | -3.8% | -4.4% |
| 30D | -21.9% | -1.4% | -20.6% | -22.8% |
| 3M | -48.9% | +3.7% | -52.6% | -46.2% |
| 6M | -26.0% | +13.0% | -39.0% | -13.5% |
| YTD | -56.1% | +12.4% | -68.5% | -48.6% |
| 1Y | -77.1% | +18.5% | -95.7% | -71.7% |
| 3Y | -97.3% | +77.6% | -174.9% | -95.0% |
| 5Y | -98.2% | +81.7% | -179.9% | -96.3% |
| 10Y | -100.0% | +319.7% | -419.6% | -99.8% |
| All | -100.0% | +312.5% | -412.5% | -99.8% |
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 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