+3,536.4%
DLR vs TEVA
+80.5%
+3,455.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | -2.9% | -0.4% | -2.5% | -2.8% |
| 3M | +3.2% | +8.2% | -5.0% | +1.5% |
| 6M | +3.9% | +15.3% | -11.4% | +0.9% |
| YTD | +21.4% | +16.5% | +5.0% | +17.6% |
| 1Y | +9.7% | +85.7% | -76.1% | -2.3% |
| 3Y | +56.5% | +277.9% | -221.3% | +19.5% |
| 5Y | +41.5% | +295.5% | -254.0% | +4.3% |
| 10Y | +171.3% | -24.5% | +195.7% | +167.7% |
| All | +3,536.4% | +80.5% | +3,455.9% | +2,572.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling