+112.2%
DLS vs SPY
+313.4%
-201.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | +2.6% | +0.1% | +2.6% | +2.6% |
| 3M | +5.7% | +2.0% | +3.7% | +4.1% |
| 6M | +6.6% | +13.0% | -6.4% | -2.6% |
| YTD | +13.3% | +13.5% | -0.2% | +3.1% |
| 1Y | +18.9% | +20.0% | -1.1% | +3.8% |
| 3Y | +69.3% | +77.2% | -7.9% | +8.9% |
| 5Y | +41.0% | +81.9% | -40.9% | -11.9% |
| All | +112.2% | +313.4% | -201.2% | -29.1% |
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