+176.5%
DLR vs MOH
+264.4%
-87.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.2% | +1.5% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | -4.3% | -0.9% | -3.4% | -4.2% |
| 3M | +3.8% | +5.7% | -1.9% | +2.8% |
| 6M | +5.8% | +39.1% | -33.3% | +0.8% |
| YTD | +23.5% | +17.7% | +5.9% | +19.0% |
| 1Y | +11.1% | +8.4% | +2.7% | +7.6% |
| 3Y | +57.9% | -36.6% | +94.4% | +60.4% |
| 5Y | +44.0% | -19.1% | +63.0% | +37.8% |
| All | +176.5% | +264.4% | -87.9% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 10y: compounded portfolio wealth divided by compounded MOH 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…
10y analysis · Full analysis span regression · 6 months rolling