+165.8%
DLR vs P
+712.4%
-546.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | +3.4% | +7.8% | -4.4% | +2.4% |
| 30D | -2.2% | +12.3% | -14.5% | -4.0% |
| 3M | +4.7% | +37.1% | -32.4% | -0.4% |
| 6M | +9.0% | +66.1% | -57.1% | +0.1% |
| YTD | +24.1% | +50.9% | -26.8% | +15.0% |
| 1Y | +20.9% | +27.2% | -6.3% | +13.3% |
| 3Y | +60.0% | +158.7% | -98.6% | +30.3% |
| 5Y | +35.3% | +291.1% | -255.8% | +2.5% |
| 10Y | +165.8% | +715.0% | -549.2% | +80.7% |
| All | +165.8% | +712.4% | -546.6% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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