+3,340.7%
DLR vs SPG
+950.9%
+2,389.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.7% |
| 7D | -3.6% | +4.9% | -8.5% | -5.8% |
| 30D | -3.5% | +15.6% | -19.1% | -10.0% |
| 3M | -8.9% | +4.1% | -13.0% | -10.8% |
| 6M | -11.6% | +13.6% | -25.1% | -17.1% |
| YTD | +14.9% | +27.5% | -12.6% | +1.7% |
| 1Y | +6.4% | +32.2% | -25.8% | -7.5% |
| 3Y | +47.3% | +126.0% | -78.7% | -2.4% |
| 5Y | +32.8% | +74.7% | -41.9% | -2.1% |
| 10Y | +169.6% | +112.8% | +56.7% | +41.0% |
| All | +3,340.7% | +950.9% | +2,389.8% | +514.9% |
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