+109.5%
DLS vs SPY
+308.5%
-199.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +1.5% | +3.3% | -1.8% | -0.9% |
| 30D | -1.6% | -2.7% | +1.1% | +0.3% |
| 3M | -2.9% | -1.7% | -1.1% | -1.7% |
| 6M | -0.8% | +3.1% | -3.9% | -3.2% |
| YTD | +7.7% | +11.9% | -4.2% | -1.0% |
| 1Y | +12.0% | +12.0% | 0.0% | +2.9% |
| 3Y | +68.0% | +78.2% | -10.1% | +7.6% |
| 5Y | +40.9% | +73.2% | -32.4% | -8.7% |
| All | +109.5% | +308.5% | -199.0% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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