+94.4%
AAPL vs DLR
+57.1%
+37.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +3.1% | +5.0% | -1.9% | +2.0% |
| 30D | +4.0% | +3.0% | +1.0% | +3.2% |
| 3M | +17.4% | -6.3% | +23.7% | +18.9% |
| 6M | +20.5% | -4.8% | +25.3% | +21.2% |
| YTD | +30.9% | +21.0% | +9.9% | +23.3% |
| 1Y | +30.1% | +15.1% | +15.0% | +24.1% |
| All | +94.4% | +57.1% | +37.3% | +61.2% |
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