+3,595.6%
DLR vs RF
+75.1%
+3,520.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +1.6% | +1.3% | +0.3% | +1.3% |
| 30D | -3.4% | -3.6% | +0.3% | -2.5% |
| 3M | +0.5% | +8.1% | -7.6% | -1.4% |
| 6M | +4.6% | +11.5% | -6.9% | +1.7% |
| YTD | +23.4% | +15.6% | +7.8% | +18.7% |
| 1Y | +19.0% | +15.7% | +3.4% | +14.3% |
| 3Y | +56.5% | +86.9% | -30.4% | +31.8% |
| 5Y | +33.3% | +89.8% | -56.5% | +9.5% |
| 10Y | +165.1% | +344.7% | -179.5% | +58.8% |
| All | +3,595.6% | +75.1% | +3,520.6% | +2,074.2% |
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