+3,595.7%
DLR vs A
+922.0%
+2,673.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | +1.6% | -1.9% | +3.5% | +2.4% |
| 30D | -3.4% | +6.9% | -10.3% | -6.1% |
| 3M | +0.5% | +9.2% | -8.7% | -3.6% |
| 6M | +4.6% | +25.7% | -21.1% | -6.3% |
| YTD | +23.4% | +11.5% | +11.9% | +15.8% |
| 1Y | +19.0% | +18.4% | +0.7% | +8.3% |
| 3Y | +56.5% | +26.6% | +29.9% | +34.0% |
| 5Y | +33.3% | -12.8% | +46.1% | +31.4% |
| 10Y | +165.1% | +247.2% | -82.0% | +36.5% |
| All | +3,595.7% | +922.0% | +2,673.7% | +882.8% |
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