+808.7%
DLR vs SW
+755.0%
+53.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.2% |
| 7D | +1.6% | -5.1% | +6.7% | +1.9% |
| 30D | -3.4% | -4.6% | +1.2% | -3.1% |
| 3M | +0.5% | +9.4% | -8.9% | -0.1% |
| 6M | +4.6% | +3.5% | +1.0% | +4.2% |
| YTD | +23.4% | +22.0% | +1.4% | +21.8% |
| 1Y | +19.0% | +2.2% | +16.8% | +18.4% |
| 3Y | +56.5% | +19.6% | +36.9% | +53.7% |
| 5Y | +33.3% | -2.3% | +35.7% | +30.6% |
| 10Y | +165.1% | +181.4% | -16.2% | +145.3% |
| All | +808.7% | +755.0% | +53.7% | +726.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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