+189.5%
DLR vs SPG
+116.4%
+73.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | +2.7% | -4.8% | -2.6% |
| 30D | +0.5% | +16.6% | -16.0% | -2.7% |
| 3M | -4.4% | +8.1% | -12.5% | -6.0% |
| 6M | -6.4% | +19.3% | -25.8% | -10.0% |
| YTD | +19.5% | +31.1% | -11.6% | +12.6% |
| 1Y | +10.5% | +32.8% | -22.2% | +3.9% |
| 3Y | +54.0% | +135.8% | -81.8% | +29.2% |
| 5Y | +39.7% | +85.1% | -45.4% | +20.1% |
| 10Y | +189.5% | +115.9% | +73.6% | +195.5% |
| All | +189.5% | +116.4% | +73.1% | +195.5% |
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