+2.8%
DLNG vs SPY
+18.1%
-15.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | 0.0% |
| 7D | +3.3% | -0.8% | +4.0% | +3.3% |
| 30D | +3.2% | -1.1% | +4.3% | +3.2% |
| 3M | +0.8% | +3.9% | -3.1% | +0.8% |
| 6M | -6.7% | +13.6% | -20.3% | -5.6% |
| YTD | +4.2% | +12.7% | -8.5% | +5.5% |
| 1Y | +2.8% | +17.5% | -14.7% | +3.2% |
| All | +2.8% | +18.1% | -15.3% | +3.2% |
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 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