+32.3%
DLR vs P
+279.3%
-247.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.6% |
| 7D | +3.3% | +11.6% | -8.3% | +1.6% |
| 30D | +4.6% | -23.7% | +28.3% | +8.4% |
| 3M | -8.3% | -8.0% | -0.3% | -8.0% |
| 6M | -5.6% | +27.9% | -33.5% | -10.8% |
| YTD | +18.7% | +61.2% | -42.4% | +6.9% |
| 1Y | +17.1% | +28.6% | -11.5% | +8.0% |
| 3Y | +54.4% | +200.5% | -146.1% | +13.3% |
| All | +32.3% | +279.3% | -247.0% | -9.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling