-71.4%
DLTH vs SPY
+319.9%
-391.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.5% |
| 7D | -10.9% | -2.7% | -8.2% | -8.0% |
| 30D | -2.7% | -5.4% | +2.7% | +3.7% |
| 3M | -6.0% | -4.1% | -1.9% | -1.2% |
| 6M | +19.6% | +0.7% | +18.9% | +19.4% |
| YTD | +88.0% | +8.7% | +79.3% | +72.9% |
| 1Y | +41.7% | +10.9% | +30.8% | +27.5% |
| 3Y | -20.2% | +75.0% | -95.2% | -56.4% |
| 5Y | -76.4% | +67.8% | -144.2% | -86.4% |
| 10Y | -85.5% | +312.9% | -398.4% | -96.9% |
| All | -71.4% | +319.9% | -391.3% | -94.0% |
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