+204.3%
DLR vs PR
+169.5%
+34.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.3% |
| 7D | +1.6% | +2.9% | -1.3% | +1.5% |
| 30D | -3.4% | +18.0% | -21.4% | -3.5% |
| 3M | +0.5% | +16.9% | -16.4% | +0.3% |
| 6M | +4.6% | +28.2% | -23.7% | +4.2% |
| YTD | +23.4% | +69.3% | -45.9% | +22.7% |
| 1Y | +19.0% | +69.5% | -50.5% | +18.3% |
| 3Y | +56.5% | +81.7% | -25.2% | +55.3% |
| 5Y | +33.3% | +422.2% | -388.9% | +33.2% |
| 10Y | +165.1% | +110.4% | +54.8% | +190.5% |
| All | +204.3% | +169.5% | +34.8% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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