+576.0%
DLN vs SPY
+787.8%
-211.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +4.5% | +2.0% | +2.5% | +2.5% |
| 6M | +9.7% | +13.0% | -3.3% | -2.0% |
| YTD | +15.8% | +13.5% | +2.2% | +2.9% |
| 1Y | +20.1% | +20.0% | +0.2% | +1.5% |
| 3Y | +66.6% | +77.2% | -10.5% | -2.4% |
| 5Y | +78.7% | +81.9% | -3.2% | +0.7% |
| 10Y | +231.2% | +314.1% | -82.9% | -13.6% |
| All | +576.0% | +787.8% | -211.8% | -12.1% |
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 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