+126.0%
DLR vs SNAP
-79.3%
+205.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | -0.1% |
| 7D | -3.6% | -7.1% | +3.5% | -3.1% |
| 30D | -3.5% | -14.6% | +11.2% | -2.4% |
| 3M | -8.9% | -5.0% | -3.9% | -8.8% |
| 6M | -11.6% | -18.8% | +7.2% | -10.7% |
| YTD | +14.9% | -38.5% | +53.4% | +17.9% |
| 1Y | +6.4% | -38.1% | +44.5% | +9.1% |
| 3Y | +47.3% | -53.8% | +101.0% | +49.7% |
| 5Y | +32.8% | -90.7% | +123.5% | +41.5% |
| All | +126.0% | -79.3% | +205.3% | +113.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling