+159.9%
DELL vs DLR
+13.8%
+146.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -1.9% | -5.3% | -5.8% |
| 7D | +4.9% | +3.3% | +1.5% | +2.6% |
| 30D | -32.1% | +4.6% | -36.7% | -33.3% |
| 3M | -30.2% | -8.3% | -22.0% | -26.6% |
| 6M | +41.7% | -5.6% | +47.3% | +48.7% |
| YTD | +176.6% | +18.7% | +157.9% | +144.3% |
| 1Y | +159.9% | +17.1% | +142.8% | +132.3% |
| All | +159.9% | +13.8% | +146.1% | +132.3% |
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