+326.8%
DLLL vs SPY
+26.6%
+300.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | +0.1% |
| 7D | +35.4% | +3.3% | +32.1% | +20.5% |
| 30D | -62.9% | -2.7% | -60.2% | -55.0% |
| 3M | -52.5% | -1.7% | -50.7% | -43.2% |
| 6M | +54.6% | +3.1% | +51.5% | +63.9% |
| YTD | +375.3% | +11.9% | +363.4% | +295.4% |
| 1Y | +264.8% | +12.0% | +252.8% | +207.8% |
| All | +326.8% | +26.6% | +300.3% | +203.7% |
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