+171.8%
DLR vs SPXS
-99.5%
+271.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.8% | -1.5% |
| 7D | -1.3% | +6.4% | -7.7% | +0.4% |
| 30D | -2.9% | +6.0% | -8.8% | -1.2% |
| 3M | +3.2% | -11.6% | +14.9% | +0.3% |
| 6M | +3.9% | -28.7% | +32.6% | -3.9% |
| YTD | +21.4% | -26.3% | +47.7% | +13.8% |
| 1Y | +9.7% | -34.9% | +44.6% | 0.0% |
| 3Y | +56.5% | -79.5% | +136.0% | +13.6% |
| 5Y | +41.5% | -85.9% | +127.4% | +4.4% |
| All | +171.8% | -99.5% | +271.3% | +2.5% |
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