-100.0%
DUST vs SPY
+710.5%
-810.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.4% | -11.1% | -6.1% |
| 7D | -27.3% | +0.1% | -27.4% | -26.9% |
| 30D | -10.5% | -3.3% | -7.2% | -12.9% |
| 3M | -17.0% | -2.4% | -14.6% | -17.9% |
| 6M | -23.1% | +2.6% | -25.7% | -18.0% |
| YTD | -52.6% | +11.2% | -63.8% | -43.5% |
| 1Y | -68.5% | +13.4% | -81.8% | -61.4% |
| 3Y | -97.2% | +79.9% | -177.1% | -94.2% |
| 5Y | -97.9% | +72.2% | -170.0% | -95.3% |
| 10Y | -100.0% | +307.3% | -407.3% | -99.7% |
| All | -100.0% | +710.5% | -810.5% | -100.0% |
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