-10.8%
DOW vs DLR
+108.3%
-119.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | -2.4% | +1.6% | -4.0% | -2.8% |
| 30D | +0.4% | -3.4% | +3.7% | +1.1% |
| 3M | -14.4% | +0.5% | -14.9% | -15.1% |
| 6M | -7.0% | +4.6% | -11.5% | -9.2% |
| YTD | +30.2% | +23.4% | +6.8% | +20.7% |
| 1Y | +29.2% | +19.0% | +10.2% | +20.8% |
| 3Y | -36.7% | +56.5% | -93.2% | -46.6% |
| 5Y | -37.7% | +33.3% | -71.0% | -45.7% |
| All | -10.8% | +108.3% | -119.1% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling