+3,340.7%
DLR vs CP
+2,021.8%
+1,318.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | -3.6% | +2.8% | -6.4% | -4.8% |
| 30D | -3.5% | +10.2% | -13.7% | -7.6% |
| 3M | -8.9% | +2.4% | -11.3% | -10.1% |
| 6M | -11.6% | +7.7% | -19.2% | -14.9% |
| YTD | +14.9% | +26.0% | -11.1% | +2.8% |
| 1Y | +6.4% | +34.6% | -28.2% | -7.6% |
| 3Y | +47.3% | +26.7% | +20.6% | +28.8% |
| 5Y | +32.8% | +24.9% | +7.9% | +15.1% |
| 10Y | +169.6% | +258.6% | -89.1% | +35.5% |
| All | +3,340.7% | +2,021.8% | +1,318.9% | +629.1% |
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