+3,595.6%
DLR vs IT
+1,460.0%
+2,135.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +1.8% |
| 7D | +1.6% | -6.0% | +7.6% | +3.5% |
| 30D | -3.4% | 0.0% | -3.4% | -3.8% |
| 3M | +0.5% | +13.1% | -12.6% | -5.6% |
| 6M | +4.6% | +11.7% | -7.1% | -2.8% |
| YTD | +23.4% | -26.1% | +49.5% | +29.8% |
| 1Y | +19.0% | -21.3% | +40.3% | +21.2% |
| 3Y | +56.5% | -46.7% | +103.3% | +76.0% |
| 5Y | +33.3% | -40.5% | +73.8% | +41.2% |
| 10Y | +165.1% | +103.9% | +61.3% | +57.2% |
| All | +3,595.6% | +1,460.0% | +2,135.6% | +790.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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