+243.7%
DLS vs SPY
+747.0%
-503.3%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.4% | +1.9% | +1.2% |
| 7D | -2.1% | -4.7% | +2.6% | +1.9% |
| 30D | -3.3% | -5.9% | +2.6% | +1.7% |
| 3M | -3.9% | -4.5% | +0.7% | -0.2% |
| 6M | -0.6% | +1.8% | -2.4% | -2.3% |
| YTD | +6.1% | +8.3% | -2.2% | -1.0% |
| 1Y | +12.5% | +9.3% | +3.1% | +4.1% |
| 3Y | +62.7% | +74.9% | -12.1% | -0.4% |
| 5Y | +37.1% | +67.3% | -30.2% | -14.0% |
| 10Y | +105.2% | +311.6% | -206.4% | -43.5% |
| All | +243.7% | +747.0% | -503.3% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling