-18.9%
DLX vs SPY
+81.8%
-100.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -2.9% | -2.9% |
| 7D | +2.7% | +0.5% | +2.2% | +2.2% |
| 30D | -5.1% | -0.9% | -4.1% | -4.1% |
| 3M | +4.4% | +3.9% | +0.5% | 0.0% |
| 6M | -12.9% | +14.5% | -27.5% | -25.1% |
| YTD | +8.9% | +12.9% | -4.1% | -4.9% |
| 1Y | +26.5% | +19.4% | +7.2% | +3.7% |
| 3Y | +43.5% | +78.5% | -35.0% | -22.8% |
| 5Y | -18.9% | +81.8% | -100.6% | -58.3% |
| All | -18.9% | +81.8% | -100.6% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling