-49.2%
C vs DLR
+3,595.6%
-3,644.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +3.6% | +1.6% | +2.1% | +2.7% |
| 30D | +0.1% | -3.4% | +3.4% | +2.0% |
| 3M | +2.4% | +0.5% | +1.9% | +1.3% |
| 6M | +24.9% | +4.6% | +20.4% | +20.4% |
| YTD | +19.8% | +23.4% | -3.6% | +4.3% |
| 1Y | +44.9% | +19.0% | +25.8% | +28.1% |
| 3Y | +263.0% | +56.5% | +206.5% | +160.7% |
| 5Y | +129.5% | +33.3% | +96.2% | +71.2% |
| 10Y | +291.6% | +165.1% | +126.5% | +59.1% |
| All | -49.2% | +3,595.6% | -3,644.8% | -95.0% |
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 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