+3,595.6%
DLR vs APA
+22.9%
+3,572.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +0.8% |
| 7D | +1.6% | +0.5% | +1.0% | +1.5% |
| 30D | -3.4% | +23.4% | -26.8% | -6.5% |
| 3M | +0.5% | +12.7% | -12.2% | -1.7% |
| 6M | +4.6% | +39.4% | -34.9% | -1.7% |
| YTD | +23.4% | +79.0% | -55.5% | +11.3% |
| 1Y | +19.0% | +88.8% | -69.8% | +6.1% |
| 3Y | +56.5% | +6.4% | +50.2% | +48.1% |
| 5Y | +33.3% | +153.0% | -119.7% | +5.1% |
| 10Y | +165.1% | +7.5% | +157.6% | +101.2% |
| All | +3,595.6% | +22.9% | +3,572.7% | +2,485.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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