+28,925.1%
FIX vs DLR
+3,595.7%
+25,329.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | +1.6% | +4.5% | +5.3% |
| 30D | -7.2% | -3.4% | -3.9% | -5.7% |
| 3M | -15.9% | +0.5% | -16.4% | -16.5% |
| 6M | +12.7% | +4.6% | +8.2% | +10.3% |
| YTD | +72.8% | +23.4% | +49.4% | +56.7% |
| 1Y | +122.9% | +19.0% | +103.9% | +105.7% |
| 3Y | +774.3% | +56.5% | +717.8% | +621.1% |
| 5Y | +2,049.5% | +33.3% | +2,016.2% | +1,747.6% |
| 10Y | +5,821.5% | +165.1% | +5,656.3% | +3,563.1% |
| All | +28,925.1% | +3,595.7% | +25,329.4% | +5,466.2% |
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