-28.3%
DOW vs DLR
+39.4%
-67.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.2% | +3.3% |
| 7D | -0.5% | -2.0% | +1.5% | -0.1% |
| 30D | +15.7% | +0.5% | +15.2% | +15.4% |
| 3M | +5.3% | -4.4% | +9.7% | +5.9% |
| 6M | -14.2% | -6.4% | -7.8% | -13.6% |
| YTD | +43.9% | +19.5% | +24.4% | +35.5% |
| 1Y | +53.1% | +10.5% | +42.5% | +46.9% |
| 3Y | -21.8% | +54.0% | -75.8% | -32.2% |
| 5Y | -28.3% | +39.7% | -68.0% | -42.7% |
| All | -28.3% | +39.4% | -67.7% | -42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling