-60.0%
DLNG vs SPY
+439.8%
-499.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.5% | +6.0% | +5.9% |
| 7D | +1.8% | +0.5% | +1.3% | +1.4% |
| 30D | +4.0% | -0.9% | +4.9% | +4.7% |
| 3M | +3.7% | +3.9% | -0.2% | +0.7% |
| 6M | -5.9% | +14.5% | -20.4% | -15.2% |
| YTD | +6.4% | +12.9% | -6.5% | -3.2% |
| 1Y | +3.9% | +19.4% | -15.4% | -9.5% |
| 3Y | +56.1% | +78.5% | -22.4% | -1.9% |
| 5Y | +36.4% | +81.8% | -45.4% | -16.8% |
| 10Y | -64.3% | +311.5% | -375.8% | -90.4% |
| All | -60.0% | +439.8% | -499.9% | -91.1% |
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