+3,340.7%
DLR vs SM
+80.8%
+3,259.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.3% |
| 7D | -3.6% | -25.9% | +22.3% | -1.5% |
| 30D | -3.5% | -15.1% | +11.6% | -2.4% |
| 3M | -8.9% | +4.9% | -13.8% | -9.6% |
| 6M | -11.6% | +6.1% | -17.7% | -12.7% |
| YTD | +14.9% | +63.4% | -48.5% | +8.9% |
| 1Y | +6.4% | +72.5% | -66.0% | +0.4% |
| 3Y | +47.3% | -16.9% | +64.2% | +45.0% |
| 5Y | +32.8% | -10.6% | +43.5% | +27.0% |
| 10Y | +169.6% | +11.3% | +158.3% | +109.0% |
| All | +3,340.7% | +80.8% | +3,259.9% | +1,526.3% |
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