+138.2%
IBM vs DLR
+32.6%
+105.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -5.0% | -3.6% | -1.4% | -4.1% |
| 30D | +11.1% | -3.5% | +14.6% | +12.0% |
| 3M | +5.7% | -8.9% | +14.6% | +7.9% |
| 6M | +10.1% | -11.6% | +21.7% | +12.9% |
| YTD | -15.6% | +14.9% | -30.5% | -19.0% |
| 1Y | -19.5% | +6.4% | -26.0% | -21.4% |
| 3Y | +80.4% | +47.3% | +33.1% | +61.6% |
| All | +138.2% | +32.6% | +105.6% | +110.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling