+1,367.3%
AAPL vs DLR
+188.2%
+1,179.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +1.1% |
| 7D | +4.1% | +3.3% | +0.8% | +2.9% |
| 30D | +4.0% | +4.6% | -0.6% | +2.2% |
| 3M | +16.8% | -8.3% | +25.1% | +19.9% |
| 6M | +19.4% | -5.6% | +25.0% | +20.6% |
| YTD | +31.5% | +18.7% | +12.8% | +21.4% |
| 1Y | +31.0% | +17.1% | +13.9% | +21.3% |
| 3Y | +95.3% | +54.4% | +40.9% | +57.2% |
| 5Y | +143.4% | +36.5% | +106.9% | +101.2% |
| All | +1,367.3% | +188.2% | +1,179.1% | +903.7% |
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 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