+45.3%
DLB vs SPY
+312.5%
-267.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.3% |
| 7D | +0.1% | -0.4% | +0.4% | +0.4% |
| 30D | +0.2% | -1.4% | +1.5% | +1.4% |
| 3M | +14.9% | +3.7% | +11.2% | +11.0% |
| 6M | -4.0% | +13.0% | -17.0% | -14.5% |
| YTD | -2.0% | +12.4% | -14.4% | -12.3% |
| 1Y | -12.5% | +18.5% | -31.0% | -25.5% |
| 3Y | -21.8% | +77.6% | -99.4% | -55.0% |
| 5Y | -29.2% | +81.7% | -110.8% | -60.6% |
| 10Y | +45.3% | +319.7% | -274.3% | -64.7% |
| All | +45.3% | +312.5% | -267.2% | -64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling