+426.8%
DLR vs NWSA
+127.4%
+299.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.8% |
| 7D | +1.6% | -1.9% | +3.4% | +2.0% |
| 30D | -3.4% | +4.6% | -7.9% | -4.5% |
| 3M | +0.5% | +13.2% | -12.7% | -2.9% |
| 6M | +4.6% | +27.0% | -22.4% | -2.0% |
| YTD | +23.4% | +16.8% | +6.6% | +17.8% |
| 1Y | +19.0% | +4.5% | +14.5% | +16.6% |
| 3Y | +56.5% | +46.2% | +10.3% | +40.0% |
| 5Y | +33.3% | +40.9% | -7.6% | +17.7% |
| 10Y | +165.1% | +145.1% | +20.0% | +90.4% |
| All | +426.8% | +127.4% | +299.4% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling