+74.7%
IBM vs DLR
+59.3%
+15.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | -0.3% | +1.6% | -1.9% | -0.7% |
| 30D | +0.3% | -3.4% | +3.6% | +1.2% |
| 3M | -21.6% | +0.5% | -22.1% | -22.0% |
| 6M | -4.7% | +4.6% | -9.3% | -6.4% |
| YTD | -19.1% | +23.4% | -42.5% | -24.5% |
| 1Y | -2.5% | +19.0% | -21.5% | -8.1% |
| All | +74.7% | +59.3% | +15.4% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling