-100.0%
DUST vs SPY
+727.3%
-827.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.0% |
| 7D | -0.3% | +0.1% | -0.4% | 0.0% |
| 30D | -34.1% | +0.1% | -34.1% | -33.8% |
| 3M | -37.8% | +2.0% | -39.8% | -35.0% |
| 6M | -20.7% | +13.0% | -33.7% | -5.6% |
| YTD | -55.9% | +13.5% | -69.4% | -46.9% |
| 1Y | -78.6% | +20.0% | -98.6% | -72.5% |
| 3Y | -97.1% | +77.2% | -174.3% | -94.3% |
| 5Y | -98.1% | +81.9% | -179.9% | -95.6% |
| 10Y | -100.0% | +314.1% | -414.0% | -99.7% |
| All | -100.0% | +727.3% | -827.3% | -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