+106.3%
DKL vs SPY
+79.8%
+26.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | +3.1% | -2.0% | +5.1% | +4.1% |
| 30D | -2.6% | -1.7% | -0.9% | -1.9% |
| 3M | +10.7% | +4.7% | +5.9% | +7.9% |
| 6M | +11.9% | +12.5% | -0.6% | +4.9% |
| YTD | +35.9% | +11.7% | +24.1% | +27.8% |
| 1Y | +41.3% | +17.5% | +23.8% | +29.2% |
| 3Y | +85.0% | +76.6% | +8.4% | +33.2% |
| 5Y | +106.3% | +82.0% | +24.3% | +40.3% |
| All | +106.3% | +79.8% | +26.6% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling