+3,457.2%
DLR vs PH
+2,856.7%
+600.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +1.6% |
| 7D | +2.4% | +3.0% | -0.7% | +1.0% |
| 30D | +0.7% | -0.6% | +1.4% | +0.8% |
| 3M | -6.4% | -10.7% | +4.3% | -2.1% |
| 6M | -6.5% | +9.1% | -15.6% | -10.5% |
| YTD | +18.8% | +9.5% | +9.3% | +13.0% |
| 1Y | +9.0% | +14.0% | -5.0% | +1.9% |
| 3Y | +54.5% | +138.9% | -84.4% | +2.8% |
| 5Y | +35.8% | +209.1% | -173.3% | -20.8% |
| 10Y | +177.5% | +737.3% | -559.8% | -11.9% |
| All | +3,457.2% | +2,856.7% | +600.5% | +381.6% |
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