+3,599.4%
DLR vs IDXX
+3,962.0%
-362.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.9% |
| 7D | +0.1% | -5.7% | +5.8% | +2.3% |
| 30D | -4.3% | -11.5% | +7.2% | -0.1% |
| 3M | +3.8% | -9.5% | +13.4% | +7.0% |
| 6M | +5.8% | -16.0% | +21.8% | +11.7% |
| YTD | +23.5% | -25.4% | +48.9% | +35.9% |
| 1Y | +11.1% | -21.8% | +32.9% | +19.1% |
| 3Y | +57.9% | +7.0% | +50.8% | +42.4% |
| 5Y | +44.0% | -26.0% | +69.9% | +46.0% |
| 10Y | +176.0% | +358.9% | -183.0% | +16.7% |
| All | +3,599.4% | +3,962.0% | -362.6% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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