-12.1%
DOW vs DLR
+108.5%
-120.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | -3.9% | -4.3% | +0.4% | -2.9% |
| 3M | -12.7% | +3.8% | -16.5% | -14.2% |
| 6M | -13.7% | +5.8% | -19.5% | -16.1% |
| YTD | +28.4% | +23.5% | +4.8% | +19.0% |
| 1Y | +21.8% | +11.1% | +10.7% | +16.3% |
| 3Y | -35.7% | +57.9% | -93.6% | -45.9% |
| 5Y | -36.8% | +44.0% | -80.8% | -46.5% |
| All | -12.1% | +108.5% | -120.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling