-36.9%
DLX vs SPY
+304.1%
-341.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.9% |
| 7D | +20.9% | -0.6% | +21.5% | +20.5% |
| 30D | +14.9% | -3.7% | +18.6% | +18.2% |
| 3M | +10.0% | -2.7% | +12.7% | +12.0% |
| 6M | +2.6% | +2.2% | +0.4% | -1.8% |
| YTD | +23.4% | +10.8% | +12.6% | +7.8% |
| 1Y | +34.1% | +11.2% | +22.9% | +16.5% |
| 3Y | +76.3% | +76.5% | -0.2% | -8.2% |
| 5Y | -6.1% | +72.9% | -79.1% | -49.9% |
| 10Y | -36.9% | +304.8% | -341.7% | -86.9% |
| All | -36.9% | +304.1% | -341.0% | -86.9% |
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