+138.0%
DLR vs SNAP
-78.3%
+216.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.5% |
| 7D | +5.0% | +2.6% | +2.5% | +4.8% |
| 30D | +3.0% | -19.6% | +22.6% | +4.6% |
| 3M | -6.3% | +0.4% | -6.6% | -6.5% |
| 6M | -4.8% | -5.9% | +1.2% | -4.9% |
| YTD | +21.0% | -35.3% | +56.3% | +23.7% |
| 1Y | +15.1% | -42.6% | +57.7% | +18.7% |
| 3Y | +56.0% | -53.9% | +109.9% | +58.5% |
| 5Y | +39.1% | -90.3% | +129.4% | +47.7% |
| All | +138.0% | -78.3% | +216.2% | +124.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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