+47.3%
DLR vs W
+123.5%
-76.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | -0.1% |
| 7D | -3.6% | -3.6% | 0.0% | -3.2% |
| 30D | -3.5% | +7.0% | -10.4% | -4.2% |
| 3M | -8.9% | +7.4% | -16.3% | -9.7% |
| 6M | -11.6% | +69.3% | -80.9% | -17.3% |
| YTD | +14.9% | +11.3% | +3.6% | +11.4% |
| 1Y | +6.4% | +13.2% | -6.8% | +2.7% |
| 3Y | +47.3% | +142.0% | -94.8% | +21.4% |
| All | +47.3% | +123.5% | -76.2% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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