+3,340.7%
DLR vs ALL
+810.5%
+2,530.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | +1.7% |
| 7D | -3.6% | -1.9% | -1.6% | -2.8% |
| 30D | -3.5% | +13.8% | -17.3% | -9.2% |
| 3M | -8.9% | -7.0% | -1.9% | -6.6% |
| 6M | -11.6% | +18.0% | -29.6% | -19.4% |
| YTD | +14.9% | +24.2% | -9.3% | +1.6% |
| 1Y | +6.4% | +31.2% | -24.7% | -8.5% |
| 3Y | +47.3% | +107.5% | -60.3% | -1.7% |
| 5Y | +32.8% | +144.8% | -112.0% | -21.5% |
| 10Y | +169.6% | +375.8% | -206.2% | +5.0% |
| All | +3,340.7% | +810.5% | +2,530.3% | +762.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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