+176.5%
DLR vs SNY
+64.5%
+112.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | +0.1% | -3.3% | +3.4% | +1.0% |
| 30D | -4.3% | -2.2% | -2.2% | -3.8% |
| 3M | +3.8% | -3.0% | +6.9% | +4.4% |
| 6M | +5.8% | +2.7% | +3.1% | +4.8% |
| YTD | +23.5% | -6.8% | +30.4% | +25.3% |
| 1Y | +11.1% | -5.3% | +16.3% | +11.9% |
| 3Y | +57.9% | -9.8% | +67.7% | +57.5% |
| 5Y | +44.0% | +9.7% | +34.3% | +30.3% |
| All | +176.5% | +64.5% | +112.0% | +128.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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