+143.3%
DELL vs DLR
+11.0%
+132.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.6% | -11.4% | -10.4% |
| 7D | -24.6% | +2.8% | -27.4% | -25.9% |
| 30D | -32.5% | +2.8% | -35.3% | -33.5% |
| 3M | -20.2% | -4.0% | -16.2% | -18.6% |
| 6M | +76.5% | -5.6% | +82.1% | +84.2% |
| YTD | +198.9% | +21.9% | +177.0% | +159.7% |
| 1Y | +143.3% | +13.0% | +130.3% | +120.7% |
| All | +143.3% | +11.0% | +132.4% | +120.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling