+1,458.4%
DLR vs SPXS
-100.0%
+1,558.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +1.6% |
| 7D | +5.0% | -9.5% | +14.5% | +1.9% |
| 30D | +3.0% | +7.4% | -4.4% | +6.3% |
| 3M | -6.3% | +6.1% | -12.4% | -3.3% |
| 6M | -4.8% | -7.3% | +2.5% | -5.3% |
| YTD | +21.0% | -26.7% | +47.8% | +12.9% |
| 1Y | +15.1% | -26.2% | +41.3% | +8.1% |
| 3Y | +56.0% | -80.3% | +136.3% | +4.4% |
| 5Y | +39.1% | -83.4% | +122.5% | +2.0% |
| 10Y | +193.3% | -99.5% | +292.8% | -14.3% |
| All | +1,458.4% | -100.0% | +1,558.4% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling