+176.5%
DLR vs SPYG
+424.6%
-248.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | +0.1% | -0.9% | +1.0% | +0.7% |
| 30D | -4.3% | -1.5% | -2.8% | -3.3% |
| 3M | +3.8% | +3.7% | +0.1% | +0.9% |
| 6M | +5.8% | +16.4% | -10.6% | -5.3% |
| YTD | +23.5% | +13.3% | +10.2% | +12.5% |
| 1Y | +11.1% | +17.9% | -6.8% | -1.7% |
| 3Y | +57.9% | +98.3% | -40.5% | -3.9% |
| 5Y | +44.0% | +86.4% | -42.5% | -10.2% |
| All | +176.5% | +424.6% | -248.1% | -26.9% |
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