+188.1%
DLR vs SPY
+304.1%
-116.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.3% | -0.6% | +0.9% | +0.9% |
| 30D | +1.2% | -3.7% | +4.9% | +4.4% |
| 3M | -4.8% | -2.7% | -2.0% | -2.4% |
| 6M | -6.1% | +2.2% | -8.3% | -7.7% |
| YTD | +19.3% | +10.8% | +8.5% | +9.8% |
| 1Y | +10.0% | +11.2% | -1.3% | +0.9% |
| 3Y | +53.8% | +76.5% | -22.7% | -2.9% |
| 5Y | +39.1% | +72.9% | -33.8% | -11.2% |
| 10Y | +188.1% | +304.8% | -116.7% | -10.8% |
| All | +188.1% | +304.1% | -116.0% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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