+181.2%
DLR vs SPXS
-99.5%
+280.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.5% |
| 7D | +3.3% | -7.5% | +10.8% | +1.3% |
| 30D | +4.6% | +5.3% | -0.7% | +6.8% |
| 3M | -8.3% | +9.7% | -18.0% | -5.0% |
| 6M | -5.6% | -4.6% | -1.1% | -5.2% |
| YTD | +18.7% | -25.8% | +44.5% | +12.6% |
| 1Y | +17.1% | -28.8% | +45.9% | +10.0% |
| 3Y | +54.4% | -80.2% | +134.5% | +11.4% |
| 5Y | +36.5% | -83.2% | +119.7% | +5.9% |
| All | +181.2% | -99.5% | +280.7% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling