+3,595.7%
DLR vs PH
+2,875.3%
+720.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +1.6% | -3.1% | +4.6% | +2.9% |
| 30D | -3.4% | -3.2% | -0.1% | -2.2% |
| 3M | +0.5% | +10.6% | -10.1% | -4.1% |
| 6M | +4.6% | -2.1% | +6.7% | +4.6% |
| YTD | +23.4% | +10.2% | +13.2% | +17.3% |
| 1Y | +19.0% | +28.2% | -9.2% | +5.8% |
| 3Y | +56.5% | +134.9% | -78.4% | +4.9% |
| 5Y | +33.3% | +253.6% | -220.3% | -26.7% |
| 10Y | +165.1% | +804.7% | -639.6% | -19.2% |
| All | +3,595.7% | +2,875.3% | +720.4% | +400.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling