+1,395.1%
CI vs DLR
+3,595.7%
-2,200.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | +1.3% | +1.6% | -0.3% | +0.8% |
| 30D | +4.4% | -3.4% | +7.8% | +5.5% |
| 3M | +0.7% | +0.5% | +0.2% | 0.0% |
| 6M | +0.3% | +4.6% | -4.2% | -1.7% |
| YTD | +3.8% | +23.4% | -19.6% | -3.7% |
| 1Y | -5.5% | +19.0% | -24.5% | -11.9% |
| 3Y | +8.1% | +56.5% | -48.4% | -11.0% |
| 5Y | +42.8% | +33.3% | +9.5% | +20.5% |
| 10Y | +143.9% | +165.1% | -21.3% | +55.2% |
| All | +1,395.1% | +3,595.7% | -2,200.6% | +257.7% |
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