+41.5%
DLR vs SPYG
+82.6%
-41.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.4% |
| 7D | -1.3% | -1.8% | +0.5% | -0.1% |
| 30D | -2.9% | -1.9% | -0.9% | -1.6% |
| 3M | +3.2% | +5.2% | -1.9% | -0.6% |
| 6M | +3.9% | +15.6% | -11.7% | -6.6% |
| YTD | +21.4% | +12.4% | +9.0% | +11.2% |
| 1Y | +9.7% | +17.5% | -7.8% | -2.7% |
| 3Y | +56.5% | +98.1% | -41.5% | -5.3% |
| 5Y | +41.5% | +84.9% | -43.4% | -15.0% |
| All | +41.5% | +82.6% | -41.1% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling