-47.3%
DLX vs SPY
+312.5%
-359.8%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.7% |
| 7D | -1.2% | -0.4% | -0.8% | -0.8% |
| 30D | -2.8% | -1.4% | -1.4% | -1.3% |
| 3M | +2.5% | +3.7% | -1.2% | -2.0% |
| 6M | -13.3% | +13.0% | -26.3% | -25.0% |
| YTD | +9.1% | +12.4% | -3.3% | -5.0% |
| 1Y | +28.5% | +18.5% | +10.0% | +5.1% |
| 3Y | +43.8% | +77.6% | -33.8% | -24.7% |
| 5Y | -18.2% | +81.7% | -99.9% | -58.3% |
| 10Y | -47.3% | +319.7% | -367.0% | -89.8% |
| All | -47.3% | +312.5% | -359.8% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling