+18,239.6%
FIX vs DLR
+3,340.7%
+14,898.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.3% | +5.7% | +5.6% |
| 7D | -17.5% | -3.6% | -13.9% | -16.0% |
| 30D | -41.6% | -3.5% | -38.1% | -40.5% |
| 3M | -40.6% | -8.9% | -31.7% | -37.8% |
| 6M | -49.4% | -11.6% | -37.8% | -46.6% |
| YTD | +9.2% | +14.9% | -5.7% | +2.5% |
| 1Y | +6.5% | +6.4% | 0.0% | +3.6% |
| 3Y | +448.7% | +47.3% | +401.5% | +367.0% |
| 5Y | +948.7% | +32.8% | +915.9% | +808.2% |
| 10Y | +3,659.7% | +169.6% | +3,490.2% | +2,225.5% |
| All | +18,239.6% | +3,340.7% | +14,898.9% | +3,541.2% |
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