+3,457.3%
DLR vs APA
+28.7%
+3,428.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +2.4% | -8.7% | +11.1% | +3.6% |
| 30D | +0.7% | -2.4% | +3.2% | +1.0% |
| 3M | -6.4% | +19.0% | -25.4% | -9.2% |
| 6M | -6.5% | +26.8% | -33.3% | -10.6% |
| YTD | +18.8% | +87.3% | -68.5% | +6.1% |
| 1Y | +9.0% | +92.3% | -83.3% | -3.1% |
| 3Y | +54.5% | +37.3% | +17.2% | +40.5% |
| 5Y | +35.8% | +73.2% | -37.4% | +14.4% |
| 10Y | +177.5% | -0.9% | +178.3% | +118.2% |
| All | +3,457.3% | +28.7% | +3,428.5% | +2,365.7% |
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