+32.3%
DLR vs SNAP
-90.3%
+122.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | +3.3% | +6.0% | -2.7% | +2.8% |
| 30D | +4.6% | -13.8% | +18.4% | +5.8% |
| 3M | -8.3% | -0.8% | -7.5% | -8.5% |
| 6M | -5.6% | -6.2% | +0.6% | -5.8% |
| YTD | +18.7% | -34.8% | +53.5% | +21.7% |
| 1Y | +17.1% | -38.7% | +55.8% | +20.7% |
| 3Y | +54.4% | -53.5% | +107.8% | +56.7% |
| All | +32.3% | -90.3% | +122.6% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling