+110.4%
F vs DLR
+3,551.7%
-3,441.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.4% | +1.9% |
| 7D | +6.0% | +2.8% | +3.2% | +4.8% |
| 30D | +4.3% | +2.8% | +1.5% | +3.0% |
| 3M | -10.1% | -4.0% | -6.1% | -9.0% |
| 6M | +12.8% | -5.6% | +18.4% | +14.1% |
| YTD | -0.1% | +21.9% | -22.0% | -8.8% |
| 1Y | +3.7% | +13.0% | -9.3% | -2.7% |
| 3Y | +42.7% | +52.2% | -9.6% | +16.5% |
| 5Y | -11.0% | +40.3% | -51.4% | -26.6% |
| 10Y | +87.0% | +186.1% | -99.1% | +7.8% |
| All | +110.4% | +3,551.7% | -3,441.3% | -50.3% |
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