+5,706.3%
ANET vs DLR
+398.7%
+5,307.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.7% | +3.9% | +4.8% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -5.2% | -4.3% | -0.9% | -3.1% |
| 3M | +27.6% | +3.8% | +23.8% | +24.6% |
| 6M | +44.4% | +5.8% | +38.6% | +39.5% |
| YTD | +52.3% | +23.5% | +28.8% | +36.7% |
| 1Y | +30.4% | +11.1% | +19.3% | +22.9% |
| 3Y | +313.3% | +57.9% | +255.4% | +232.6% |
| 5Y | +810.0% | +44.0% | +766.1% | +643.5% |
| 10Y | +3,903.8% | +176.0% | +3,727.8% | +2,415.6% |
| All | +5,706.3% | +398.7% | +5,307.6% | +3,014.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling