+1,254.4%
AAPL vs DLR
+172.7%
+1,081.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.5% | +4.3% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | +7.1% | -2.9% | +10.0% | +8.0% |
| 3M | +12.1% | +3.2% | +8.9% | +10.1% |
| 6M | +25.4% | +3.9% | +21.5% | +22.6% |
| YTD | +20.5% | +21.4% | -1.0% | +10.8% |
| 1Y | +44.5% | +9.7% | +34.8% | +37.7% |
| 3Y | +85.8% | +56.5% | +29.2% | +49.4% |
| 5Y | +124.8% | +41.5% | +83.2% | +84.1% |
| All | +1,254.4% | +172.7% | +1,081.6% | +824.9% |
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