+311.1%
SPOT vs DLR
+133.3%
+177.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.0% |
| 7D | +1.6% | +3.3% | -1.7% | +0.5% |
| 30D | +16.9% | +4.6% | +12.3% | +15.0% |
| 3M | +23.0% | -8.3% | +31.2% | +25.6% |
| 6M | +42.2% | -5.6% | +47.8% | +43.0% |
| YTD | +5.5% | +18.7% | -13.2% | -2.4% |
| 1Y | -5.1% | +17.1% | -22.2% | -11.8% |
| 3Y | +257.9% | +54.4% | +203.6% | +194.5% |
| 5Y | +118.4% | +36.5% | +81.9% | +81.8% |
| All | +311.1% | +133.3% | +177.8% | +202.5% |
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