+945.3%
DLLL vs SPY
+27.1%
+918.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +2.4% |
| 7D | +17.8% | -0.4% | +18.2% | +19.5% |
| 30D | +28.9% | -1.4% | +30.3% | +37.5% |
| 3M | +67.7% | +3.7% | +64.0% | +53.1% |
| 6M | +829.8% | +13.0% | +816.8% | +557.3% |
| YTD | +1,064.0% | +12.4% | +1,051.6% | +760.4% |
| 1Y | +1,052.4% | +18.5% | +1,033.9% | +627.2% |
| All | +945.3% | +27.1% | +918.2% | +560.9% |
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