+3,617.4%
DLR vs VIAV
+170.3%
+3,447.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +11.2% | -10.6% | -1.9% |
| 7D | +3.4% | +11.3% | -7.9% | +0.8% |
| 30D | -2.2% | -1.0% | -1.2% | -2.6% |
| 3M | +4.7% | -20.5% | +25.2% | +8.1% |
| 6M | +9.0% | +39.0% | -30.0% | -2.9% |
| YTD | +24.1% | +117.5% | -93.3% | -1.9% |
| 1Y | +20.9% | +233.8% | -212.8% | -14.3% |
| 3Y | +60.0% | +295.4% | -235.4% | +5.6% |
| 5Y | +35.3% | +134.3% | -99.0% | -0.8% |
| 10Y | +165.8% | +398.7% | -233.0% | +53.4% |
| All | +3,617.4% | +170.3% | +3,447.1% | +1,343.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling