+678.3%
DELL vs DLR
+58.6%
+619.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +8.7% | +2.9% | +5.9% | +7.1% |
| 30D | +16.9% | -1.2% | +18.1% | +18.0% |
| 3M | +40.4% | +2.9% | +37.5% | +38.0% |
| 6M | +267.1% | +6.7% | +260.4% | +251.0% |
| YTD | +329.1% | +23.9% | +305.2% | +273.5% |
| 1Y | +346.9% | +18.6% | +328.3% | +297.3% |
| All | +678.3% | +58.6% | +619.7% | +519.6% |
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