-96.9%
DUST vs SPY
+73.9%
-170.8%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -3.5% |
| 7D | -24.6% | -2.7% | -21.9% | -27.8% |
| 30D | -10.4% | -5.4% | -5.0% | -17.7% |
| 3M | -21.8% | -4.1% | -17.7% | -25.7% |
| 6M | -19.9% | +0.7% | -20.6% | -15.3% |
| YTD | -48.0% | +8.7% | -56.7% | -36.8% |
| 1Y | -66.9% | +10.9% | -77.8% | -58.4% |
| All | -96.9% | +73.9% | -170.8% | -90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling