+3,477.6%
DLR vs IT
+1,515.1%
+1,962.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.5% |
| 7D | -2.0% | -6.8% | +4.8% | +0.1% |
| 30D | +0.5% | -0.6% | +1.1% | -0.2% |
| 3M | -4.4% | +3.1% | -7.5% | -7.3% |
| 6M | -6.4% | +25.5% | -31.9% | -17.0% |
| YTD | +19.5% | -23.5% | +43.0% | +22.2% |
| 1Y | +10.5% | -16.6% | +27.2% | +9.5% |
| 3Y | +54.0% | -53.1% | +107.1% | +79.7% |
| 5Y | +39.7% | -41.4% | +81.2% | +46.9% |
| 10Y | +189.5% | +90.9% | +98.6% | +74.8% |
| All | +3,477.6% | +1,515.1% | +1,962.5% | +738.4% |
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