+56.3%
DLR vs PL
+459.7%
-403.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.4% | +8.9% | +2.9% |
| 7D | +2.8% | -11.7% | +14.6% | +3.5% |
| 30D | +2.8% | -27.1% | +29.9% | +4.5% |
| 3M | -4.0% | -44.6% | +40.6% | -1.2% |
| 6M | -5.6% | -67.2% | +61.6% | -0.7% |
| YTD | +21.9% | -35.9% | +57.8% | +22.2% |
| 1Y | +13.0% | -0.4% | +13.4% | +9.6% |
| All | +56.3% | +459.7% | -403.4% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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