+3,595.6%
DLR vs SPY
+916.8%
+2,678.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -3.4% | +0.1% | -3.4% | -3.4% |
| 3M | +0.5% | +2.0% | -1.5% | -1.6% |
| 6M | +4.6% | +13.0% | -8.5% | -7.2% |
| YTD | +23.4% | +13.5% | +9.9% | +9.0% |
| 1Y | +19.0% | +20.0% | -0.9% | -0.4% |
| 3Y | +56.5% | +77.2% | -20.7% | -10.6% |
| 5Y | +33.3% | +81.9% | -48.6% | -26.1% |
| 10Y | +165.1% | +314.1% | -148.9% | -39.3% |
| All | +3,595.6% | +916.8% | +2,678.8% | +256.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling