+106.5%
F vs DLR
+3,340.7%
-3,234.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +1.6% | -3.6% | +5.1% | +2.9% |
| 30D | +2.6% | -3.5% | +6.1% | +3.8% |
| 3M | -8.8% | -8.9% | +0.1% | -5.9% |
| 6M | +4.6% | -11.6% | +16.2% | +8.5% |
| YTD | -1.9% | +14.9% | -16.8% | -8.4% |
| 1Y | -0.8% | +6.4% | -7.2% | -4.7% |
| 3Y | +43.5% | +47.3% | -3.8% | +18.6% |
| 5Y | -12.1% | +32.8% | -44.9% | -25.9% |
| 10Y | +83.6% | +169.6% | -85.9% | +8.2% |
| All | +106.5% | +3,340.7% | -3,234.2% | -50.1% |
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