-66.9%
DLTH vs SPY
+338.8%
-405.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +22.8% | +0.1% | +22.7% | +22.9% |
| 30D | +9.7% | +0.1% | +9.7% | +9.9% |
| 3M | +31.8% | +2.0% | +29.8% | +29.6% |
| 6M | +94.0% | +13.0% | +81.0% | +69.9% |
| YTD | +117.3% | +13.5% | +103.8% | +90.1% |
| 1Y | +25.9% | +20.0% | +5.9% | +3.9% |
| 3Y | -27.9% | +77.2% | -105.0% | -61.2% |
| 5Y | -70.5% | +81.9% | -152.4% | -84.5% |
| 10Y | -84.8% | +314.1% | -398.8% | -96.8% |
| All | -66.9% | +338.8% | -405.7% | -93.4% |
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