+3,595.7%
DLR vs WY
+111.5%
+3,484.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +1.6% | -1.7% | +3.3% | +2.4% |
| 30D | -3.4% | -10.1% | +6.7% | +1.5% |
| 3M | +0.5% | -5.1% | +5.6% | +2.3% |
| 6M | +4.6% | -4.8% | +9.3% | +6.0% |
| YTD | +23.4% | -0.2% | +23.7% | +21.8% |
| 1Y | +19.0% | -6.6% | +25.6% | +20.7% |
| 3Y | +56.5% | -22.7% | +79.3% | +70.3% |
| 5Y | +33.3% | -22.2% | +55.5% | +43.0% |
| 10Y | +165.1% | +7.3% | +157.9% | +111.8% |
| All | +3,595.7% | +111.5% | +3,484.1% | +1,619.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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