+3,477.6%
DLR vs DD
+272.5%
+3,205.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | -2.0% | +3.2% | -5.3% | -3.1% |
| 30D | +0.5% | +20.3% | -19.7% | -6.0% |
| 3M | -4.4% | +8.2% | -12.6% | -7.2% |
| 6M | -6.4% | +3.4% | -9.9% | -8.0% |
| YTD | +19.5% | +30.6% | -11.2% | +7.3% |
| 1Y | +10.5% | +30.6% | -20.1% | -0.8% |
| 3Y | +54.0% | +91.1% | -37.1% | +16.9% |
| 5Y | +39.7% | +68.6% | -28.9% | +9.0% |
| 10Y | +189.5% | +99.9% | +89.6% | +88.4% |
| All | +3,477.6% | +272.5% | +3,205.1% | +1,374.0% |
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