+231.7%
SPOT vs DLR
+58.6%
+173.1%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -6.5% | +2.9% | -9.4% | -7.2% |
| 30D | +2.2% | -1.2% | +3.3% | +2.4% |
| 3M | +5.4% | +2.9% | +2.5% | +3.9% |
| 6M | -4.0% | +6.7% | -10.7% | -6.3% |
| YTD | -9.9% | +23.9% | -33.8% | -16.6% |
| 1Y | -27.3% | +18.6% | -45.9% | -32.3% |
| All | +231.7% | +58.6% | +173.1% | +164.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling