+3,536.4%
DLR vs SNY
+173.3%
+3,363.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -1.3% | -3.6% | +2.3% | +0.1% |
| 30D | -2.9% | -1.9% | -0.9% | -2.2% |
| 3M | +3.2% | -2.0% | +5.2% | +3.6% |
| 6M | +3.9% | +2.5% | +1.3% | +2.4% |
| YTD | +21.4% | -7.0% | +28.4% | +24.0% |
| 1Y | +9.7% | -4.4% | +14.1% | +10.4% |
| 3Y | +56.5% | -8.4% | +65.0% | +54.2% |
| 5Y | +41.5% | +9.5% | +32.0% | +25.4% |
| 10Y | +171.3% | +64.3% | +107.0% | +92.7% |
| All | +3,536.4% | +173.3% | +3,363.1% | +1,700.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling