+189.7%
DLLL vs SPY
+11.9%
+177.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -5.0% |
| 7D | -35.7% | -0.6% | -35.2% | -31.5% |
| 30D | -70.8% | -3.7% | -67.1% | -61.5% |
| 3M | -56.8% | -2.7% | -54.1% | -44.2% |
| 6M | +6.7% | +2.2% | +4.5% | +18.3% |
| YTD | +289.9% | +10.8% | +279.0% | +257.5% |
| 1Y | +189.7% | +11.2% | +178.5% | +169.1% |
| All | +189.7% | +11.9% | +177.8% | +169.1% |
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 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