+3,595.7%
DLR vs CP
+2,004.1%
+1,591.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | -3.4% | +0.2% | -3.5% | -3.5% |
| 3M | +0.5% | +2.6% | -2.1% | -0.9% |
| 6M | +4.6% | +6.0% | -1.4% | +1.4% |
| YTD | +23.4% | +24.9% | -1.5% | +11.1% |
| 1Y | +19.0% | +20.1% | -1.1% | +8.7% |
| 3Y | +56.5% | +16.4% | +40.1% | +42.4% |
| 5Y | +33.3% | +31.7% | +1.6% | +12.9% |
| 10Y | +165.1% | +223.9% | -58.7% | +39.8% |
| All | +3,595.7% | +2,004.1% | +1,591.6% | +687.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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