+144.1%
DLR vs SNAP
-77.4%
+221.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +3.4% | +1.5% | +1.9% | +3.3% |
| 30D | -2.2% | +1.9% | -4.1% | -2.5% |
| 3M | +4.7% | -3.9% | +8.6% | +4.6% |
| 6M | +9.0% | +5.2% | +3.8% | +7.7% |
| YTD | +24.1% | -32.7% | +56.9% | +26.7% |
| 1Y | +20.9% | -24.8% | +45.7% | +22.1% |
| 3Y | +60.0% | -42.2% | +102.2% | +60.2% |
| 5Y | +35.3% | -92.7% | +128.0% | +45.6% |
| All | +144.1% | -77.4% | +221.5% | +129.7% |
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