+791.3%
ANET vs DLR
+43.3%
+747.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.7% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -5.2% | -4.3% | -0.9% | -2.9% |
| 3M | +27.6% | +3.8% | +23.8% | +24.2% |
| 6M | +44.4% | +5.8% | +38.6% | +38.7% |
| YTD | +52.3% | +23.5% | +28.8% | +34.2% |
| 1Y | +30.4% | +11.1% | +19.3% | +21.5% |
| 3Y | +313.3% | +57.9% | +255.4% | +223.4% |
| All | +791.3% | +43.3% | +747.9% | +623.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling