+3,455.1%
DLR vs IT
+1,507.9%
+1,947.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.1% |
| 7D | +3.3% | +1.1% | +2.2% | +3.0% |
| 30D | +4.6% | -1.8% | +6.4% | +4.2% |
| 3M | -8.3% | +4.8% | -13.1% | -11.5% |
| 6M | -5.6% | +33.0% | -38.6% | -17.8% |
| YTD | +18.7% | -23.8% | +42.6% | +21.5% |
| 1Y | +17.1% | -16.5% | +33.6% | +15.9% |
| 3Y | +54.4% | -53.6% | +108.0% | +80.8% |
| 5Y | +36.5% | -42.1% | +78.6% | +44.1% |
| 10Y | +187.7% | +90.1% | +97.6% | +73.9% |
| All | +3,455.1% | +1,507.9% | +1,947.1% | +734.1% |
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