+88.5%
MA vs DLR
+35.0%
+53.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.8% |
| 7D | +1.3% | +3.3% | -2.0% | +0.5% |
| 30D | +9.6% | +4.6% | +5.0% | +8.3% |
| 3M | +16.8% | -8.3% | +25.1% | +18.9% |
| 6M | +35.2% | -5.6% | +40.8% | +36.1% |
| YTD | +16.6% | +18.7% | -2.2% | +9.5% |
| 1Y | +19.8% | +17.1% | +2.7% | +12.9% |
| 3Y | +70.7% | +54.4% | +16.3% | +42.5% |
| All | +88.5% | +35.0% | +53.5% | +62.9% |
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