-54.9%
DLO vs SPY
+94.3%
-149.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.5% |
| 7D | -1.9% | +2.6% | -4.5% | -5.8% |
| 30D | -6.8% | -2.0% | -4.8% | -3.9% |
| 3M | -7.2% | -2.8% | -4.5% | -3.0% |
| 6M | +14.4% | +2.1% | +12.2% | +10.8% |
| YTD | -1.6% | +11.5% | -13.0% | -16.7% |
| 1Y | +0.5% | +13.5% | -13.0% | -17.2% |
| 3Y | -17.6% | +77.7% | -95.3% | -70.7% |
| 5Y | -68.7% | +72.6% | -141.3% | -86.3% |
| All | -54.9% | +94.3% | -149.2% | -83.1% |
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