+54.5%
DLR vs SN
+659.6%
-605.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.7% |
| 7D | -3.6% | +7.2% | -10.8% | -4.7% |
| 30D | -3.5% | +20.4% | -23.9% | -6.5% |
| 3M | -8.9% | +23.9% | -32.8% | -12.3% |
| 6M | -11.6% | +93.0% | -104.6% | -21.5% |
| YTD | +14.9% | +99.2% | -84.3% | +0.9% |
| 1Y | +6.4% | +142.6% | -136.2% | -9.8% |
| 3Y | +47.3% | +398.8% | -351.5% | +13.0% |
| All | +54.5% | +659.6% | -605.1% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling