-64.9%
DLNG vs SPY
+322.5%
-387.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | +3.3% | -0.8% | +4.0% | +3.8% |
| 30D | +3.2% | -1.1% | +4.3% | +3.9% |
| 3M | +0.8% | +3.9% | -3.1% | -1.8% |
| 6M | -6.7% | +13.6% | -20.3% | -14.6% |
| YTD | +4.2% | +12.7% | -8.5% | -4.1% |
| 1Y | +2.8% | +17.5% | -14.7% | -8.2% |
| 3Y | +54.6% | +76.9% | -22.3% | +2.6% |
| 5Y | +36.5% | +83.6% | -47.1% | -13.0% |
| All | -64.9% | +322.5% | -387.4% | -89.4% |
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