+425.7%
DELL vs DLR
+57.1%
+368.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.5% |
| 7D | +17.1% | +5.0% | +12.1% | +13.4% |
| 30D | -35.1% | +3.0% | -38.1% | -35.8% |
| 3M | -23.3% | -6.3% | -17.0% | -19.6% |
| 6M | +55.8% | -4.8% | +60.6% | +61.0% |
| YTD | +198.0% | +21.0% | +177.0% | +163.1% |
| 1Y | +166.6% | +15.1% | +151.4% | +143.1% |
| All | +425.7% | +57.1% | +368.7% | +315.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling