-72.0%
DLTH vs SPY
+329.9%
-401.9%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -5.0% |
| 7D | -12.8% | +0.1% | -12.9% | -12.8% |
| 30D | -2.1% | -3.3% | +1.3% | +1.7% |
| 3M | -8.6% | -2.4% | -6.2% | -5.9% |
| 6M | +17.2% | +2.6% | +14.6% | +14.5% |
| YTD | +83.7% | +11.2% | +72.4% | +64.3% |
| 1Y | +38.4% | +13.4% | +25.0% | +21.2% |
| 3Y | -21.2% | +79.9% | -101.1% | -58.3% |
| 5Y | -77.1% | +72.2% | -149.3% | -87.2% |
| 10Y | -86.4% | +307.3% | -393.7% | -97.1% |
| All | -72.0% | +329.9% | -401.9% | -94.3% |
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 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