+299.8%
DLR vs Z
+6.9%
+292.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | 0.0% |
| 7D | -3.6% | -4.6% | +1.0% | -3.1% |
| 30D | -3.5% | +8.3% | -11.8% | -4.8% |
| 3M | -8.9% | -11.6% | +2.7% | -8.1% |
| 6M | -11.6% | -33.6% | +22.1% | -7.7% |
| YTD | +14.9% | -56.7% | +71.6% | +26.0% |
| 1Y | +6.4% | -59.1% | +65.6% | +17.5% |
| 3Y | +47.3% | -20.4% | +67.6% | +46.4% |
| 5Y | +32.8% | -55.3% | +88.1% | +36.3% |
| 10Y | +169.6% | -14.2% | +183.8% | +138.7% |
| All | +299.8% | +6.9% | +292.9% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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