+35.8%
DLR vs SPY
+71.5%
-35.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +1.2% |
| 7D | +2.4% | +0.1% | +2.3% | +2.4% |
| 30D | +0.7% | -3.3% | +4.1% | +4.0% |
| 3M | -6.4% | -2.4% | -4.0% | -4.1% |
| 6M | -6.5% | +2.6% | -9.1% | -8.6% |
| YTD | +18.8% | +11.2% | +7.6% | +7.8% |
| 1Y | +9.0% | +13.4% | -4.3% | -2.8% |
| 3Y | +54.5% | +79.9% | -25.4% | -11.3% |
| 5Y | +35.8% | +72.2% | -36.3% | -21.4% |
| All | +35.8% | +71.5% | -35.6% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling