+176.5%
DLR vs TEVA
-22.9%
+199.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.0% | -0.3% | +1.5% |
| 7D | +0.1% | +2.0% | -1.9% | -0.1% |
| 30D | -4.3% | +1.0% | -5.3% | -4.4% |
| 3M | +3.8% | +7.3% | -3.5% | +2.9% |
| 6M | +5.8% | +21.7% | -15.9% | +3.5% |
| YTD | +23.5% | +18.8% | +4.7% | +21.0% |
| 1Y | +11.1% | +86.5% | -75.4% | +3.7% |
| 3Y | +57.9% | +269.4% | -211.5% | +35.2% |
| 5Y | +44.0% | +303.6% | -259.6% | +20.6% |
| All | +176.5% | -22.9% | +199.4% | +148.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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