+133.6%
DLR vs SNAP
-79.0%
+212.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.8% | +1.6% | +3.2% |
| 7D | +2.4% | -7.3% | +9.7% | +2.9% |
| 30D | +0.7% | -18.9% | +19.7% | +2.3% |
| 3M | -6.4% | -5.3% | -1.2% | -6.3% |
| 6M | -6.5% | -16.9% | +10.4% | -5.8% |
| YTD | +18.8% | -37.4% | +56.2% | +21.7% |
| 1Y | +9.0% | -38.5% | +47.5% | +11.8% |
| 3Y | +54.5% | -55.1% | +109.6% | +57.4% |
| 5Y | +35.8% | -90.8% | +126.6% | +44.8% |
| All | +133.6% | -79.0% | +212.6% | +120.7% |
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