-55.8%
C vs DLR
+3,340.7%
-3,396.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | -2.4% | -3.6% | +1.2% | -0.3% |
| 30D | -6.0% | -3.5% | -2.5% | -4.1% |
| 3M | -10.5% | -8.9% | -1.6% | -5.9% |
| 6M | -5.7% | -11.6% | +5.9% | +0.1% |
| YTD | +4.1% | +14.9% | -10.8% | -5.7% |
| 1Y | +20.5% | +6.4% | +14.0% | +13.9% |
| 3Y | +208.1% | +47.3% | +160.9% | +129.5% |
| 5Y | +110.4% | +32.8% | +77.6% | +57.1% |
| 10Y | +234.6% | +169.6% | +65.0% | +33.4% |
| All | -55.8% | +3,340.7% | -3,396.5% | -95.5% |
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