+3,617.4%
DLR vs SPYG
+1,274.6%
+2,342.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.0% |
| 7D | +3.4% | +1.2% | +2.2% | +2.3% |
| 30D | -2.2% | -1.6% | -0.7% | -0.9% |
| 3M | +4.7% | +3.4% | +1.4% | +1.1% |
| 6M | +9.0% | +18.9% | -9.9% | -7.6% |
| YTD | +24.1% | +13.8% | +10.3% | +9.3% |
| 1Y | +20.9% | +20.6% | +0.3% | +0.8% |
| 3Y | +60.0% | +100.5% | -40.5% | -18.1% |
| 5Y | +35.3% | +84.6% | -49.3% | -27.1% |
| 10Y | +165.8% | +410.8% | -245.1% | -53.3% |
| All | +3,617.4% | +1,274.6% | +2,342.9% | +122.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPYG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling