+181.4%
B vs DLR
+3,595.6%
-3,414.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.6% | +1.6% | -3.2% | -1.9% |
| 30D | +9.4% | -3.4% | +12.8% | +10.2% |
| 3M | +5.0% | +0.5% | +4.5% | +4.7% |
| 6M | -3.5% | +4.6% | -8.1% | -4.4% |
| YTD | +4.5% | +23.4% | -19.0% | +0.2% |
| 1Y | +67.8% | +19.0% | +48.7% | +62.0% |
| 3Y | +196.7% | +56.5% | +140.2% | +169.2% |
| 5Y | +151.9% | +33.3% | +118.6% | +132.0% |
| 10Y | +202.2% | +165.1% | +37.0% | +138.7% |
| All | +181.4% | +3,595.6% | -3,414.2% | +31.7% |
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 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