+313.4%
DLR vs Z
+10.9%
+302.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.8% | -0.4% | +2.9% |
| 7D | +2.4% | -5.2% | +7.5% | +3.0% |
| 30D | +0.7% | +5.7% | -5.0% | -0.3% |
| 3M | -6.4% | -8.7% | +2.3% | -6.0% |
| 6M | -6.5% | -26.0% | +19.4% | -3.8% |
| YTD | +18.8% | -55.0% | +73.8% | +29.7% |
| 1Y | +9.0% | -58.0% | +67.0% | +20.0% |
| 3Y | +54.5% | -15.2% | +69.7% | +52.4% |
| 5Y | +35.8% | -53.8% | +89.7% | +38.8% |
| 10Y | +177.5% | -14.5% | +192.0% | +145.8% |
| All | +313.4% | +10.9% | +302.4% | +248.8% |
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