+3,455.1%
DLR vs SYY
+344.9%
+3,110.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | +3.3% | +0.3% | +3.0% | +3.2% |
| 30D | +4.6% | -4.8% | +9.4% | +5.9% |
| 3M | -8.3% | -7.1% | -1.2% | -6.6% |
| 6M | -5.6% | +6.8% | -12.4% | -8.3% |
| YTD | +18.7% | +7.7% | +11.1% | +14.0% |
| 1Y | +17.1% | +5.7% | +11.4% | +13.0% |
| 3Y | +54.4% | +24.6% | +29.8% | +38.7% |
| 5Y | +36.5% | +15.6% | +20.8% | +24.4% |
| 10Y | +187.7% | +87.9% | +99.8% | +87.8% |
| All | +3,455.1% | +344.9% | +3,110.2% | +1,212.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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