+1,763.3%
DLR vs PSKY
-42.2%
+1,805.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.7% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | -3.4% | +24.0% | -27.3% | -7.7% |
| 3M | +0.5% | +2.2% | -1.7% | -0.4% |
| 6M | +4.6% | -9.0% | +13.5% | +5.4% |
| YTD | +23.4% | -18.1% | +41.6% | +26.1% |
| 1Y | +19.0% | -25.1% | +44.1% | +22.3% |
| 3Y | +56.5% | -16.3% | +72.9% | +44.7% |
| 5Y | +33.3% | -70.4% | +103.7% | +50.6% |
| 10Y | +165.1% | -74.2% | +239.3% | +160.9% |
| All | +1,763.3% | -42.2% | +1,805.5% | +951.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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