+65.9%
DLR vs SN
+490.7%
-424.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.5% |
| 7D | +1.6% | -9.3% | +10.9% | +3.2% |
| 30D | -3.4% | -4.8% | +1.4% | -2.6% |
| 3M | +0.5% | +40.4% | -39.9% | -5.7% |
| 6M | +4.6% | +50.9% | -46.4% | -3.5% |
| YTD | +23.4% | +54.9% | -31.5% | +13.2% |
| 1Y | +19.0% | +43.0% | -24.0% | +10.4% |
| 3Y | +56.5% | +391.8% | -335.3% | +23.0% |
| All | +65.9% | +490.7% | -424.7% | +31.8% |
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 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