+15,614.6%
MA vs DLR
+1,475.7%
+14,138.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.3% | -3.6% | +5.9% | +3.7% |
| 30D | +14.7% | -3.5% | +18.1% | +16.0% |
| 3M | +13.5% | -8.9% | +22.4% | +17.0% |
| 6M | +33.1% | -11.6% | +44.7% | +37.7% |
| YTD | +15.1% | +14.9% | +0.2% | +6.8% |
| 1Y | +18.7% | +6.4% | +12.3% | +13.3% |
| 3Y | +72.1% | +47.3% | +24.8% | +39.7% |
| 5Y | +92.8% | +32.8% | +60.0% | +58.7% |
| 10Y | +571.6% | +169.6% | +402.1% | +292.8% |
| All | +15,614.6% | +1,475.7% | +14,138.9% | +3,979.1% |
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 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