+72.2%
SPY vs DLR
+36.4%
+35.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.4% | -1.0% | +1.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.6% |
| 30D | -3.3% | +0.7% | -4.1% | -3.6% |
| 3M | -2.4% | -6.4% | +4.0% | -0.6% |
| 6M | +2.6% | -6.5% | +9.1% | +4.0% |
| YTD | +11.2% | +18.8% | -7.6% | +4.0% |
| 1Y | +13.4% | +9.0% | +4.3% | +9.0% |
| 3Y | +79.9% | +54.5% | +25.4% | +50.3% |
| 5Y | +72.2% | +35.8% | +36.3% | +47.7% |
| All | +72.2% | +36.4% | +35.8% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling