+641.7%
AMZN vs DLR
+188.2%
+453.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.4% |
| 7D | +2.8% | +3.3% | -0.5% | +1.6% |
| 30D | +5.0% | +4.6% | +0.4% | +3.0% |
| 3M | +0.6% | -8.3% | +8.9% | +3.6% |
| 6M | -1.3% | -5.6% | +4.3% | -0.2% |
| YTD | +15.5% | +18.7% | -3.2% | +6.1% |
| 1Y | +12.2% | +17.1% | -4.9% | +3.5% |
| 3Y | +87.0% | +54.4% | +32.7% | +50.3% |
| 5Y | +51.3% | +36.5% | +14.8% | +24.3% |
| All | +641.7% | +188.2% | +453.5% | +389.7% |
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