+19,570.0%
FIX vs DLR
+3,551.7%
+16,018.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +2.6% | -17.7% | -16.3% |
| 7D | -18.9% | +2.8% | -21.8% | -20.1% |
| 30D | -36.3% | +2.8% | -39.1% | -37.1% |
| 3M | -38.5% | -4.0% | -34.5% | -37.4% |
| 6M | -42.3% | -5.6% | -36.7% | -41.1% |
| YTD | +17.1% | +21.9% | -4.8% | +6.8% |
| 1Y | +14.4% | +13.0% | +1.4% | +8.0% |
| 3Y | +486.7% | +52.2% | +434.4% | +390.2% |
| 5Y | +1,083.7% | +40.3% | +1,043.4% | +897.1% |
| 10Y | +3,932.4% | +186.1% | +3,746.4% | +2,321.6% |
| All | +19,570.0% | +3,551.7% | +16,018.3% | +3,691.6% |
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