-21.2%
DLB vs SPY
+79.4%
-100.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.9% |
| 7D | -0.6% | -0.9% | +0.4% | -0.1% |
| 30D | +11.3% | -2.4% | +13.7% | +13.0% |
| 3M | +5.4% | -1.2% | +6.5% | +6.0% |
| 6M | +13.6% | +3.3% | +10.3% | +10.7% |
| YTD | +2.5% | +12.3% | -9.8% | -6.1% |
| 1Y | +0.6% | +12.4% | -11.9% | -8.0% |
| All | -21.2% | +79.4% | -100.6% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling