+216.5%
DLLL vs SPY
+14.6%
+201.9%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.6% | +1.7% | -19.2% | -25.5% |
| 7D | -45.3% | -0.7% | -44.6% | -43.1% |
| 30D | -58.1% | -1.0% | -57.1% | -54.4% |
| 3M | -47.1% | -0.3% | -46.8% | -42.8% |
| 6M | +101.7% | +7.3% | +94.3% | +76.1% |
| YTD | +400.1% | +13.3% | +386.7% | +292.9% |
| 1Y | +216.5% | +14.8% | +201.7% | +142.2% |
| All | +216.5% | +14.6% | +201.9% | +142.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling