+251.6%
DLB vs SPY
+827.8%
-576.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.2% |
| 7D | -0.4% | +3.3% | -3.6% | -3.2% |
| 30D | +10.7% | -2.7% | +13.4% | +13.1% |
| 3M | +5.2% | -1.7% | +7.0% | +6.5% |
| 6M | +17.3% | +3.1% | +14.2% | +13.7% |
| YTD | +2.4% | +11.9% | -9.5% | -7.9% |
| 1Y | -1.1% | +12.0% | -13.1% | -11.2% |
| 3Y | -21.7% | +78.2% | -99.9% | -53.8% |
| 5Y | -22.1% | +73.2% | -95.3% | -53.3% |
| 10Y | +56.0% | +309.6% | -253.7% | -55.6% |
| All | +251.6% | +827.8% | -576.2% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling