+319.7%
SPY vs DLR
+168.0%
+151.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -0.4% | +2.9% | -3.3% | -1.3% |
| 30D | -1.4% | -1.2% | -0.2% | -1.1% |
| 3M | +3.7% | +2.9% | +0.8% | +2.2% |
| 6M | +13.0% | +6.7% | +6.3% | +9.9% |
| YTD | +12.4% | +23.9% | -11.5% | +3.8% |
| 1Y | +18.5% | +18.6% | -0.1% | +10.7% |
| 3Y | +77.6% | +59.7% | +18.0% | +47.5% |
| 5Y | +81.7% | +42.1% | +39.6% | +53.5% |
| 10Y | +319.7% | +176.7% | +142.9% | +194.0% |
| All | +319.7% | +168.0% | +151.6% | +194.0% |
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