+9.7%
GE vs DLR
+13.8%
-4.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.1% |
| 7D | +2.7% | +3.3% | -0.7% | +1.2% |
| 30D | +8.1% | +4.6% | +3.5% | +6.1% |
| 3M | -7.9% | -8.3% | +0.4% | -4.8% |
| 6M | +12.9% | -5.6% | +18.5% | +15.2% |
| YTD | +8.2% | +18.7% | -10.5% | -1.9% |
| 1Y | +9.7% | +17.1% | -7.4% | -1.5% |
| All | +9.7% | +13.8% | -4.1% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling