+3,457.2%
DLR vs M
+95.8%
+3,361.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.1% | -4.7% | +1.8% |
| 7D | +2.4% | +2.5% | -0.2% | +1.8% |
| 30D | +0.7% | +10.1% | -9.3% | -1.2% |
| 3M | -6.4% | -0.9% | -5.5% | -6.6% |
| 6M | -6.5% | +30.2% | -36.7% | -12.0% |
| YTD | +18.8% | +16.3% | +2.5% | +13.8% |
| 1Y | +9.0% | +27.0% | -17.9% | +2.4% |
| 3Y | +54.5% | +154.5% | -100.0% | +19.9% |
| 5Y | +35.8% | -1.1% | +36.9% | +20.2% |
| 10Y | +177.5% | +0.5% | +177.0% | +101.3% |
| All | +3,457.2% | +95.8% | +3,361.5% | +1,390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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