+16.2%
ANET vs DLR
+11.0%
+5.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.5% | +3.4% |
| 7D | -4.4% | +2.8% | -7.3% | -6.0% |
| 30D | -13.7% | +2.8% | -16.5% | -15.1% |
| 3M | -6.3% | -4.0% | -2.3% | -4.3% |
| 6M | +3.4% | -5.6% | +9.0% | +8.3% |
| YTD | +36.2% | +21.9% | +14.3% | +14.3% |
| 1Y | +16.2% | +13.0% | +3.2% | +1.8% |
| All | +16.2% | +11.0% | +5.3% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling