+313.3%
ANET vs DLR
+58.2%
+255.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.5% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -5.2% | -4.3% | -0.9% | -2.6% |
| 3M | +27.6% | +3.8% | +23.8% | +23.7% |
| 6M | +44.4% | +5.8% | +38.6% | +37.6% |
| YTD | +52.3% | +23.5% | +28.8% | +31.0% |
| 1Y | +30.4% | +11.1% | +19.3% | +19.8% |
| 3Y | +313.3% | +57.9% | +255.4% | +227.1% |
| All | +313.3% | +58.2% | +255.0% | +227.1% |
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