+3,595.7%
DLR vs SPG
+853.4%
+2,742.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.8% |
| 7D | +1.6% | -2.4% | +4.0% | +2.7% |
| 30D | -3.4% | -6.8% | +3.5% | -0.1% |
| 3M | +0.5% | +2.7% | -2.2% | -1.0% |
| 6M | +4.6% | +5.5% | -0.9% | +1.6% |
| YTD | +23.4% | +15.7% | +7.7% | +14.6% |
| 1Y | +19.0% | +20.9% | -1.8% | +8.0% |
| 3Y | +56.5% | +112.4% | -55.9% | +7.0% |
| 5Y | +33.3% | +101.4% | -68.0% | -8.3% |
| 10Y | +165.1% | +60.6% | +104.5% | +64.5% |
| All | +3,595.7% | +853.4% | +2,742.3% | +592.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling