+3,551.7%
DLR vs RF
+67.1%
+3,484.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +2.2% |
| 7D | +2.8% | +2.3% | +0.6% | +2.3% |
| 30D | +2.8% | +7.2% | -4.5% | +1.1% |
| 3M | -4.0% | -8.2% | +4.2% | -2.1% |
| 6M | -5.6% | +7.0% | -12.6% | -7.3% |
| YTD | +21.9% | +10.3% | +11.7% | +18.5% |
| 1Y | +13.0% | +25.1% | -12.0% | +6.5% |
| 3Y | +52.2% | +110.3% | -58.1% | +24.8% |
| 5Y | +40.3% | +47.1% | -6.8% | +22.6% |
| 10Y | +186.1% | +297.9% | -111.9% | +76.2% |
| All | +3,551.7% | +67.1% | +3,484.6% | +2,071.0% |
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