+34.3%
DLR vs P
+276.6%
-242.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +1.6% | +6.5% | -5.0% | +0.6% |
| 30D | -3.4% | +18.8% | -22.2% | -6.1% |
| 3M | +0.5% | +26.7% | -26.2% | -3.9% |
| 6M | +4.6% | +62.2% | -57.6% | -4.8% |
| YTD | +23.4% | +48.5% | -25.1% | +13.3% |
| 1Y | +19.0% | +26.4% | -7.4% | +10.3% |
| 3Y | +56.5% | +159.4% | -102.9% | +19.0% |
| All | +34.3% | +276.6% | -242.4% | -6.7% |
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 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