+306.7%
DLR vs P
+485.4%
-178.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.1% | +0.1% |
| 7D | +1.6% | +6.5% | -5.0% | +0.8% |
| 30D | -3.4% | +18.8% | -22.2% | -5.7% |
| 3M | +0.5% | +26.7% | -26.2% | -3.1% |
| 6M | +4.6% | +62.2% | -57.6% | -3.0% |
| YTD | +23.4% | +48.5% | -25.1% | +15.3% |
| 1Y | +19.0% | +26.4% | -7.4% | +12.2% |
| 3Y | +56.5% | +159.4% | -102.9% | +29.9% |
| 5Y | +33.3% | +275.8% | -242.5% | +4.4% |
| 10Y | +165.1% | +732.0% | -566.9% | +87.6% |
| All | +306.7% | +485.4% | -178.7% | +185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling