+3,595.6%
DLR vs DD
+215.0%
+3,380.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +1.6% | -3.5% | +5.1% | +2.9% |
| 30D | -3.4% | -10.3% | +7.0% | +0.4% |
| 3M | +0.5% | -7.5% | +8.0% | +3.1% |
| 6M | +4.6% | -8.0% | +12.6% | +7.0% |
| YTD | +23.4% | +10.5% | +12.9% | +17.8% |
| 1Y | +19.0% | +38.3% | -19.2% | +4.2% |
| 3Y | +56.5% | +42.5% | +14.0% | +32.0% |
| 5Y | +33.3% | +60.2% | -26.8% | +5.6% |
| 10Y | +165.1% | +68.9% | +96.3% | +83.3% |
| All | +3,595.6% | +215.0% | +3,380.7% | +1,518.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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