-5.1%
DLX vs SPY
+67.5%
-72.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.4% |
| 7D | +17.6% | -2.7% | +20.3% | +19.6% |
| 30D | +18.7% | -5.4% | +24.1% | +24.0% |
| 3M | +3.1% | -4.1% | +7.2% | +6.2% |
| 6M | +3.9% | +0.7% | +3.2% | +1.1% |
| YTD | +23.3% | +8.7% | +14.6% | +10.5% |
| 1Y | +34.7% | +10.9% | +23.8% | +18.0% |
| 3Y | +70.0% | +75.0% | -5.0% | -8.3% |
| All | -5.1% | +67.5% | -72.6% | -48.3% |
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