+54.5%
DLR vs PH
+137.6%
-83.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +1.9% |
| 7D | +2.4% | +3.0% | -0.7% | +1.2% |
| 30D | +0.7% | -0.6% | +1.4% | +0.8% |
| 3M | -6.4% | -10.7% | +4.3% | -2.8% |
| 6M | -6.5% | +9.1% | -15.6% | -9.9% |
| YTD | +18.8% | +9.5% | +9.3% | +13.6% |
| 1Y | +9.0% | +14.0% | -5.0% | +2.7% |
| 3Y | +54.5% | +138.9% | -84.4% | +7.0% |
| All | +54.5% | +137.6% | -83.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 3y: compounded portfolio wealth divided by compounded PH 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…
3y analysis · Full analysis span regression · 6 months rolling