+3,472.7%
DLR vs D
+426.5%
+3,046.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.3% | +2.4% | -2.0% | -1.0% |
| 30D | +1.2% | +10.9% | -9.7% | -4.7% |
| 3M | -4.8% | +2.8% | -7.6% | -6.6% |
| 6M | -6.1% | +12.7% | -18.8% | -13.0% |
| YTD | +19.3% | +20.3% | -1.0% | +6.3% |
| 1Y | +10.0% | +17.1% | -7.2% | -0.8% |
| 3Y | +53.8% | +75.1% | -21.4% | +5.6% |
| 5Y | +39.1% | +13.1% | +26.0% | +23.5% |
| 10Y | +188.1% | +48.3% | +139.9% | +106.6% |
| All | +3,472.7% | +426.5% | +3,046.2% | +1,255.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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