+780.8%
ABT vs DLR
+3,455.1%
-2,674.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.6% |
| 7D | -1.3% | +3.3% | -4.6% | -1.9% |
| 30D | +6.0% | +4.6% | +1.4% | +5.0% |
| 3M | -1.9% | -8.3% | +6.4% | -0.5% |
| 6M | +31.2% | -5.6% | +36.8% | +31.9% |
| YTD | -11.2% | +18.7% | -30.0% | -15.0% |
| 1Y | -14.0% | +17.1% | -31.1% | -17.4% |
| 3Y | +20.7% | +54.4% | -33.7% | +7.6% |
| 5Y | -6.7% | +36.5% | -43.2% | -15.9% |
| 10Y | +226.3% | +187.7% | +38.6% | +155.1% |
| All | +780.8% | +3,455.1% | -2,674.2% | +359.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling