+181.2%
DLR vs SPYG
+393.2%
-212.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.3% |
| 7D | +3.3% | +2.3% | +1.0% | +1.7% |
| 30D | +4.6% | -6.5% | +11.0% | +9.5% |
| 3M | -8.3% | -6.8% | -1.4% | -3.6% |
| 6M | -5.6% | -3.1% | -2.5% | -3.9% |
| YTD | +18.7% | +8.0% | +10.7% | +11.8% |
| 1Y | +17.1% | +10.2% | +6.9% | +8.7% |
| 3Y | +54.4% | +91.0% | -36.6% | -3.4% |
| 5Y | +36.5% | +67.7% | -31.3% | -8.2% |
| All | +181.2% | +393.2% | -212.0% | -22.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling