+3,595.6%
DLR vs ITW
+885.2%
+2,710.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | +1.6% | -3.6% | +5.1% | +3.7% |
| 30D | -3.4% | -9.1% | +5.8% | +2.0% |
| 3M | +0.5% | +8.2% | -7.7% | -4.4% |
| 6M | +4.6% | -4.8% | +9.3% | +6.7% |
| YTD | +23.4% | +11.0% | +12.4% | +15.1% |
| 1Y | +19.0% | +4.2% | +14.8% | +14.6% |
| 3Y | +56.5% | +17.3% | +39.3% | +38.5% |
| 5Y | +33.3% | +33.0% | +0.3% | +8.7% |
| 10Y | +165.1% | +182.3% | -17.2% | +25.6% |
| All | +3,595.6% | +885.2% | +2,710.5% | +598.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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