+13,824.1%
MA vs DLR
+1,592.5%
+12,231.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -2.7% | +1.6% | -4.3% | -3.3% |
| 30D | +1.5% | -3.4% | +4.9% | +2.7% |
| 3M | +20.4% | +0.5% | +19.9% | +19.2% |
| 6M | +11.1% | +4.6% | +6.6% | +7.9% |
| YTD | +2.0% | +23.4% | -21.5% | -7.6% |
| 1Y | -2.2% | +19.0% | -21.2% | -10.5% |
| 3Y | +41.9% | +56.5% | -14.6% | +12.6% |
| 5Y | +75.4% | +33.3% | +42.0% | +44.5% |
| 10Y | +527.5% | +165.1% | +362.4% | +271.0% |
| All | +13,824.1% | +1,592.5% | +12,231.7% | +3,430.6% |
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