+200.7%
DLR vs PR
+160.5%
+40.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.5% | +9.1% | +2.6% |
| 7D | +2.8% | -12.1% | +15.0% | +3.0% |
| 30D | +2.8% | +0.9% | +1.9% | +2.8% |
| 3M | -4.0% | +10.1% | -14.1% | -4.1% |
| 6M | -5.6% | +1.1% | -6.7% | -5.6% |
| YTD | +21.9% | +63.7% | -41.7% | +21.2% |
| 1Y | +13.0% | +87.0% | -74.0% | +12.2% |
| 3Y | +52.2% | +70.7% | -18.5% | +51.1% |
| 5Y | +40.3% | +246.8% | -206.5% | +39.6% |
| 10Y | +186.1% | +72.6% | +113.5% | +217.4% |
| All | +200.7% | +160.5% | +40.2% | +212.9% |
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