+3,340.7%
DLR vs RF
+62.9%
+3,277.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | -0.9% | -2.7% | -3.4% |
| 30D | -3.5% | +6.0% | -9.5% | -4.8% |
| 3M | -8.9% | -8.9% | 0.0% | -6.9% |
| 6M | -11.6% | +2.3% | -13.9% | -12.2% |
| YTD | +14.9% | +7.6% | +7.3% | +12.4% |
| 1Y | +6.4% | +21.2% | -14.7% | +1.1% |
| 3Y | +47.3% | +108.5% | -61.3% | +21.0% |
| 5Y | +32.8% | +43.2% | -10.4% | +16.8% |
| 10Y | +169.6% | +288.1% | -118.5% | +67.1% |
| All | +3,340.7% | +62.9% | +3,277.8% | +1,958.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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