+3,455.1%
DLR vs SPYG
+1,204.6%
+2,250.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.1% |
| 7D | +3.3% | +2.3% | +1.0% | +1.2% |
| 30D | +4.6% | -6.5% | +11.0% | +10.9% |
| 3M | -8.3% | -6.8% | -1.4% | -2.3% |
| 6M | -5.6% | -3.1% | -2.5% | -3.6% |
| YTD | +18.7% | +8.0% | +10.7% | +9.5% |
| 1Y | +17.1% | +10.2% | +6.9% | +6.0% |
| 3Y | +54.4% | +91.0% | -36.6% | -17.5% |
| 5Y | +36.5% | +67.7% | -31.3% | -19.5% |
| 10Y | +187.7% | +393.9% | -206.2% | -48.2% |
| All | +3,455.1% | +1,204.6% | +2,250.4% | +123.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling