+55.2%
DLR vs VIAV
+279.3%
-224.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.5% | +2.6% | -1.3% |
| 7D | -1.3% | +11.2% | -12.5% | -2.8% |
| 30D | -2.9% | -2.6% | -0.2% | -2.8% |
| 3M | +3.2% | -20.1% | +23.3% | +5.2% |
| 6M | +3.9% | +25.8% | -22.0% | -2.3% |
| YTD | +21.4% | +109.9% | -88.4% | +3.9% |
| 1Y | +9.7% | +214.3% | -204.6% | -12.5% |
| All | +55.2% | +279.3% | -224.1% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VIAV.
Daily Out/Under-Performance
Portfolio return minus VIAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIAV 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 3y: compounded portfolio wealth divided by compounded VIAV 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…
3y analysis · Full analysis span regression · 6 months rolling