+3,457.3%
DLR vs A
+1,122.4%
+2,334.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.1% |
| 7D | +2.4% | +4.8% | -2.4% | +0.5% |
| 30D | +0.7% | +5.6% | -4.9% | -1.4% |
| 3M | -6.4% | +23.6% | -30.0% | -14.4% |
| 6M | -6.5% | +56.4% | -62.9% | -23.3% |
| YTD | +18.8% | +33.4% | -14.6% | +3.5% |
| 1Y | +9.0% | +23.7% | -14.7% | -2.1% |
| 3Y | +54.5% | +71.0% | -16.5% | +16.8% |
| 5Y | +35.8% | +16.8% | +19.0% | +18.5% |
| 10Y | +177.5% | +323.8% | -146.3% | +31.6% |
| All | +3,457.3% | +1,122.4% | +2,334.9% | +778.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 all: compounded portfolio wealth divided by compounded A 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…
all analysis · Full analysis span regression · 6 months rolling