+54.4%
DLR vs NWSA
+32.6%
+21.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.5% |
| 7D | +3.3% | +2.2% | +1.1% | +2.8% |
| 30D | +4.6% | -8.8% | +13.4% | +6.6% |
| 3M | -8.3% | -6.5% | -1.8% | -7.2% |
| 6M | -5.6% | +1.5% | -7.1% | -6.7% |
| YTD | +18.7% | +4.0% | +14.7% | +16.7% |
| 1Y | +17.1% | +3.4% | +13.7% | +15.3% |
| 3Y | +54.4% | +34.8% | +19.5% | +29.5% |
| All | +54.4% | +32.6% | +21.8% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 3y: compounded portfolio wealth divided by compounded NWSA 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…
3y analysis · Full analysis span regression · 6 months rolling