-28.3%
DLB vs SPY
+81.8%
-110.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +1.4% | +0.5% | +0.9% | +1.0% |
| 30D | +1.5% | -0.9% | +2.4% | +2.2% |
| 3M | +16.1% | +3.9% | +12.2% | +12.6% |
| 6M | -3.4% | +14.5% | -17.9% | -13.2% |
| YTD | -1.2% | +12.9% | -14.2% | -10.3% |
| 1Y | -13.0% | +19.4% | -32.4% | -24.4% |
| 3Y | -21.2% | +78.5% | -99.6% | -50.4% |
| 5Y | -28.3% | +81.8% | -110.0% | -56.1% |
| All | -28.3% | +81.8% | -110.0% | -56.1% |
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