+10.5%
DLR vs SPG
+33.6%
-23.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.0% | +2.7% | -4.8% | -3.0% |
| 30D | +0.5% | +16.6% | -16.0% | -5.1% |
| 3M | -4.4% | +8.1% | -12.5% | -7.2% |
| 6M | -6.4% | +19.3% | -25.8% | -13.4% |
| YTD | +19.5% | +31.1% | -11.6% | +7.0% |
| 1Y | +10.5% | +32.8% | -22.2% | -1.0% |
| All | +10.5% | +33.6% | -23.1% | -1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling