-76.5%
DLTH vs SPY
+67.4%
-143.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.5% |
| 7D | -10.9% | -2.7% | -8.2% | -7.8% |
| 30D | -2.7% | -5.4% | +2.7% | +4.0% |
| 3M | -6.0% | -4.1% | -1.9% | -1.0% |
| 6M | +19.6% | +0.7% | +18.9% | +19.4% |
| YTD | +88.0% | +8.7% | +79.3% | +72.3% |
| 1Y | +41.7% | +10.9% | +30.8% | +27.0% |
| 3Y | -20.2% | +75.0% | -95.2% | -56.6% |
| All | -76.5% | +67.4% | -143.8% | -85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling