+312.1%
DLX vs SPY
+3,027.0%
-2,714.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -4.8% |
| 7D | +12.6% | +0.1% | +12.6% | +11.5% |
| 30D | +12.1% | -3.3% | +15.4% | +14.8% |
| 3M | +5.0% | -2.4% | +7.4% | +6.5% |
| 6M | 0.0% | +2.6% | -2.5% | -4.4% |
| YTD | +20.4% | +11.2% | +9.1% | +5.3% |
| 1Y | +31.8% | +13.4% | +18.4% | +12.9% |
| 3Y | +74.9% | +79.9% | -5.0% | -7.7% |
| 5Y | -7.3% | +72.2% | -79.5% | -48.6% |
| 10Y | -38.3% | +307.3% | -345.6% | -85.8% |
| All | +312.1% | +3,027.0% | -2,714.9% | -76.0% |
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