+250.1%
SPOT vs DLR
+138.6%
+111.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.4% |
| 7D | -6.9% | -1.3% | -5.6% | -6.5% |
| 30D | +4.1% | -2.9% | +7.0% | +5.0% |
| 3M | +3.7% | +3.2% | +0.5% | +1.9% |
| 6M | -1.6% | +3.9% | -5.5% | -3.6% |
| YTD | -10.2% | +21.4% | -31.6% | -17.0% |
| 1Y | -25.9% | +9.7% | -35.6% | -29.4% |
| 3Y | +235.6% | +56.5% | +179.0% | +176.2% |
| 5Y | +110.6% | +41.5% | +69.1% | +74.4% |
| All | +250.1% | +138.6% | +111.5% | +157.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling