+3,595.7%
DLR vs SM
+120.2%
+3,475.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.5% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | -3.4% | +26.3% | -29.7% | -5.2% |
| 3M | +0.5% | +8.7% | -8.2% | -0.5% |
| 6M | +4.6% | +51.7% | -47.1% | +0.3% |
| YTD | +23.4% | +99.0% | -75.6% | +15.6% |
| 1Y | +19.0% | +34.6% | -15.6% | +14.8% |
| 3Y | +56.5% | -7.8% | +64.3% | +53.2% |
| 5Y | +33.3% | +104.8% | -71.5% | +19.3% |
| 10Y | +165.1% | +7.2% | +157.9% | +110.2% |
| All | +3,595.7% | +120.2% | +3,475.4% | +1,625.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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