+3,595.7%
DLR vs SRE
+930.2%
+2,665.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.7% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | -3.4% | -0.7% | -2.6% | -3.2% |
| 3M | +0.5% | -6.3% | +6.8% | +3.8% |
| 6M | +4.6% | -10.7% | +15.2% | +10.6% |
| YTD | +23.4% | -3.5% | +26.9% | +25.0% |
| 1Y | +19.0% | +5.3% | +13.7% | +14.7% |
| 3Y | +56.5% | +31.8% | +24.7% | +27.7% |
| 5Y | +33.3% | +47.4% | -14.0% | +1.3% |
| 10Y | +165.1% | +120.6% | +44.6% | +45.9% |
| All | +3,595.7% | +930.2% | +2,665.5% | +739.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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