+9.5%
DLR vs SN
+143.5%
-134.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.9% | +0.4% | +3.0% |
| 7D | +2.4% | +7.6% | -5.3% | +1.3% |
| 30D | +0.7% | +24.1% | -23.3% | -2.2% |
| 3M | -6.4% | +23.7% | -30.1% | -9.0% |
| 6M | -6.5% | +105.5% | -112.1% | -17.0% |
| YTD | +18.8% | +105.1% | -86.3% | +5.0% |
| All | +9.5% | +143.5% | -134.0% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling