+19.0%
DLR vs SPXS
-40.2%
+59.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.6% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -3.4% | +0.8% | -4.2% | -3.1% |
| 3M | +0.5% | -4.7% | +5.2% | 0.0% |
| 6M | +4.6% | -29.6% | +34.2% | -3.6% |
| YTD | +23.4% | -29.8% | +53.2% | +13.8% |
| 1Y | +19.0% | -38.9% | +58.0% | +4.6% |
| All | +19.0% | -40.2% | +59.3% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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