+176.7%
DLR vs SPG
+59.6%
+117.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.3% |
| 7D | +2.9% | -1.7% | +4.5% | +3.3% |
| 30D | -1.2% | -6.3% | +5.1% | +0.2% |
| 3M | +2.9% | -2.4% | +5.4% | +3.4% |
| 6M | +6.7% | +9.6% | -3.0% | +4.5% |
| YTD | +23.9% | +14.2% | +9.7% | +20.2% |
| 1Y | +18.6% | +19.3% | -0.7% | +14.0% |
| 3Y | +59.7% | +106.7% | -47.0% | +37.4% |
| 5Y | +42.1% | +104.2% | -62.2% | +21.9% |
| 10Y | +176.7% | +63.7% | +113.0% | +229.0% |
| All | +176.7% | +59.6% | +117.1% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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