+240.7%
DLLL vs SPY
+22.9%
+217.8%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +6.8% |
| 7D | -42.5% | -2.7% | -39.8% | -33.6% |
| 30D | -71.0% | -5.4% | -65.6% | -61.1% |
| 3M | -54.1% | -4.1% | -50.0% | -40.0% |
| 6M | +20.9% | +0.7% | +20.2% | +40.2% |
| YTD | +279.4% | +8.7% | +270.7% | +250.5% |
| 1Y | +157.9% | +10.9% | +147.0% | +124.9% |
| All | +240.7% | +22.9% | +217.8% | +169.2% |
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 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