+60.6%
DLR vs SN
+673.1%
-612.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.0% | +3.5% | -5.5% | -2.6% |
| 30D | +0.5% | +19.4% | -18.9% | -2.4% |
| 3M | -4.4% | +20.9% | -25.3% | -7.6% |
| 6M | -6.4% | +111.1% | -117.6% | -18.2% |
| YTD | +19.5% | +102.8% | -83.3% | +4.6% |
| 1Y | +10.5% | +146.2% | -135.7% | -6.5% |
| 3Y | +54.0% | +441.4% | -387.4% | +17.2% |
| All | +60.6% | +673.1% | -612.5% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling