+3,595.7%
DLR vs M
+79.3%
+3,516.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | +1.6% | +4.7% | -3.2% | +0.7% |
| 30D | -3.4% | -9.6% | +6.3% | -1.5% |
| 3M | +0.5% | +0.9% | -0.3% | -0.1% |
| 6M | +4.6% | +22.3% | -17.7% | -0.1% |
| YTD | +23.4% | +6.5% | +16.9% | +20.6% |
| 1Y | +19.0% | +38.8% | -19.7% | +9.9% |
| 3Y | +56.5% | +115.9% | -59.4% | +25.6% |
| 5Y | +33.3% | +28.6% | +4.7% | +10.3% |
| 10Y | +165.1% | -2.5% | +167.7% | +91.7% |
| All | +3,595.7% | +79.3% | +3,516.3% | +1,479.5% |
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