+321.8%
DLX vs SPY
+3,056.6%
-2,734.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -1.6% |
| 7D | +13.3% | -0.9% | +14.2% | +13.2% |
| 30D | +15.8% | -2.4% | +18.2% | +17.4% |
| 3M | +12.7% | -1.2% | +13.9% | +12.8% |
| 6M | +5.5% | +3.3% | +2.2% | 0.0% |
| YTD | +23.2% | +12.3% | +10.9% | +6.7% |
| 1Y | +35.4% | +12.4% | +22.9% | +17.0% |
| 3Y | +76.0% | +78.8% | -2.8% | -6.5% |
| 5Y | -6.8% | +75.2% | -82.0% | -49.3% |
| 10Y | -39.5% | +311.1% | -350.6% | -86.2% |
| All | +321.8% | +3,056.6% | -2,734.8% | -75.7% |
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