+286.0%
DLX vs SPY
+3,091.8%
-2,805.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | 0.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -7.6% | +0.1% | -7.7% | -7.7% |
| 3M | +7.3% | +2.0% | +5.3% | +4.4% |
| 6M | -11.5% | +13.0% | -24.5% | -22.9% |
| YTD | +12.8% | +13.5% | -0.8% | -2.3% |
| 1Y | +31.7% | +20.0% | +11.7% | +7.3% |
| 3Y | +40.1% | +77.2% | -37.1% | -23.8% |
| 5Y | -17.9% | +81.9% | -99.8% | -56.6% |
| 10Y | -46.8% | +314.1% | -360.9% | -87.9% |
| All | +286.0% | +3,091.8% | -2,805.8% | -77.7% |
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