+448.5%
IBM vs DLR
+3,457.3%
-3,008.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.4% |
| 7D | -2.5% | +2.4% | -4.9% | -3.2% |
| 30D | +8.4% | +0.7% | +7.6% | +8.1% |
| 3M | +4.5% | -6.4% | +10.9% | +6.0% |
| 6M | +7.9% | -6.5% | +14.4% | +9.3% |
| YTD | -15.2% | +18.8% | -34.0% | -19.5% |
| 1Y | -17.6% | +9.0% | -26.6% | -20.0% |
| 3Y | +82.1% | +54.5% | +27.6% | +59.4% |
| 5Y | +143.3% | +35.8% | +107.5% | +115.5% |
| 10Y | +149.9% | +177.5% | -27.5% | +79.0% |
| All | +448.5% | +3,457.3% | -3,008.8% | +108.2% |
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