+3,457.3%
DLR vs SM
+75.9%
+3,381.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +3.6% |
| 7D | +2.4% | -22.3% | +24.6% | +4.2% |
| 30D | +0.7% | -21.4% | +22.1% | +2.4% |
| 3M | -6.4% | +1.4% | -7.8% | -6.9% |
| 6M | -6.5% | +0.1% | -6.6% | -7.3% |
| YTD | +18.8% | +59.0% | -40.2% | +12.8% |
| 1Y | +9.0% | +64.3% | -55.3% | +3.2% |
| 3Y | +54.5% | -13.1% | +67.6% | +51.6% |
| 5Y | +35.8% | -13.9% | +49.7% | +30.2% |
| 10Y | +177.5% | +1.7% | +175.8% | +118.0% |
| All | +3,457.3% | +75.9% | +3,381.4% | +1,584.8% |
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