+436.0%
DTST price history and return analytics
+343.1%
+92.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | -2.3% |
| 7D | -13.8% | +0.4% | -14.2% | -14.0% |
| 30D | -19.8% | -2.6% | -17.2% | -16.0% |
| 3M | -19.8% | -3.2% | -16.5% | -15.0% |
| 6M | -37.1% | +0.9% | -38.0% | -38.2% |
| YTD | -47.7% | +11.3% | -59.0% | -56.7% |
| 1Y | -35.7% | +14.0% | -49.7% | -49.0% |
| 3Y | -7.9% | +75.8% | -83.7% | -64.2% |
| 5Y | -36.9% | +57.8% | -94.8% | -72.1% |
| 10Y | +3,250.0% | +219.8% | +3,030.2% | +993.3% |
| All | +436.0% | +343.1% | +92.9% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling