+85.9%
AMZN vs DLR
+57.6%
+28.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | +0.8% | +3.4% | -2.6% | -0.2% |
| 30D | -6.4% | -2.2% | -4.2% | -5.9% |
| 3M | +4.8% | +4.7% | +0.1% | +2.3% |
| 6M | +20.5% | +9.0% | +11.5% | +15.9% |
| YTD | +11.3% | +24.1% | -12.8% | +1.9% |
| 1Y | +9.0% | +20.9% | -12.0% | +0.1% |
| 3Y | +85.9% | +60.0% | +25.9% | +46.7% |
| All | +85.9% | +57.6% | +28.3% | +46.7% |
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 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