+6.2%
DLR vs PLTU
+140.2%
-134.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | +2.9% | -0.8% | +3.7% | +2.9% |
| 30D | -1.2% | -8.8% | +7.6% | -0.9% |
| 3M | +2.9% | +41.7% | -38.7% | -0.3% |
| 6M | +6.7% | -9.3% | +16.0% | +5.3% |
| YTD | +23.9% | -35.2% | +59.1% | +24.4% |
| 1Y | +18.6% | -29.5% | +48.1% | +16.9% |
| All | +6.2% | +140.2% | -134.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PLTU.
Daily Out/Under-Performance
Portfolio return minus PLTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLTU 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 10y: compounded portfolio wealth divided by compounded PLTU 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…
10y analysis · Full analysis span regression · 6 months rolling