+3,737.5%
DTST price history and return analytics
+217.6%
+3,519.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | -0.5% | +15.0% | +15.5% |
| 7D | +4.4% | -0.1% | +4.6% | +5.0% |
| 30D | -8.1% | -3.1% | -5.0% | -2.0% |
| 3M | -4.1% | -3.5% | -0.6% | +3.3% |
| 6M | -27.9% | +0.5% | -28.4% | -29.3% |
| YTD | -40.0% | +10.8% | -50.8% | -52.8% |
| 1Y | -25.8% | +11.9% | -37.7% | -43.1% |
| 3Y | +2.7% | +73.0% | -70.3% | -69.7% |
| 5Y | -24.6% | +58.6% | -83.2% | -75.6% |
| 10Y | +3,737.5% | +219.2% | +3,518.3% | +7,173.4% |
| All | +3,737.5% | +217.6% | +3,519.9% | +7,173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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