+3,595.7%
DLR vs TPR
+730.2%
+2,865.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | -2.3% | +3.9% | +2.2% |
| 30D | -3.4% | -23.0% | +19.6% | +3.2% |
| 3M | +0.5% | -12.5% | +13.0% | +3.4% |
| 6M | +4.6% | -21.4% | +26.0% | +10.3% |
| YTD | +23.4% | -3.5% | +26.9% | +22.4% |
| 1Y | +19.0% | +17.4% | +1.7% | +10.9% |
| 3Y | +56.5% | +291.3% | -234.7% | -0.1% |
| 5Y | +33.3% | +241.9% | -208.6% | -15.5% |
| 10Y | +165.1% | +322.7% | -157.5% | +28.9% |
| All | +3,595.7% | +730.2% | +2,865.5% | +920.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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