+3,922.7%
DELL vs DLR
+172.7%
+3,750.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.0% | -3.4% | -4.6% |
| 7D | -1.9% | -1.3% | -0.6% | -1.4% |
| 30D | +14.9% | -2.9% | +17.7% | +16.5% |
| 3M | +37.2% | +3.2% | +34.0% | +35.4% |
| 6M | +254.0% | +3.9% | +250.1% | +247.5% |
| YTD | +306.1% | +21.4% | +284.7% | +274.7% |
| 1Y | +312.3% | +9.7% | +302.6% | +295.2% |
| 3Y | +654.0% | +56.5% | +597.5% | +536.4% |
| 5Y | +1,055.3% | +41.5% | +1,013.8% | +882.0% |
| All | +3,922.7% | +172.7% | +3,750.0% | +2,676.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling