+142.7%
F vs DLR
+3,595.7%
-3,452.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +5.3% | +1.6% | +3.8% | +4.7% |
| 30D | +4.6% | -3.4% | +7.9% | +5.9% |
| 3M | -3.7% | +0.5% | -4.2% | -4.5% |
| 6M | +16.8% | +4.6% | +12.3% | +13.8% |
| YTD | +15.3% | +23.4% | -8.1% | +5.1% |
| 1Y | +31.0% | +19.0% | +12.0% | +20.6% |
| 3Y | +45.4% | +56.5% | -11.1% | +17.5% |
| 5Y | +54.7% | +33.3% | +21.3% | +30.3% |
| 10Y | +98.2% | +165.1% | -66.9% | +18.1% |
| All | +142.7% | +3,595.7% | -3,452.9% | -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 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