+155.7%
MO vs DLR
+188.2%
-32.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.2% |
| 7D | +3.3% | +3.3% | 0.0% | +2.7% |
| 30D | +7.5% | +4.6% | +2.9% | +6.6% |
| 3M | +22.8% | -8.3% | +31.0% | +24.3% |
| 6M | +13.4% | -5.6% | +19.0% | +13.8% |
| YTD | +43.0% | +18.7% | +24.3% | +37.4% |
| 1Y | +45.2% | +17.1% | +28.1% | +39.8% |
| 3Y | +145.5% | +54.4% | +91.2% | +117.1% |
| 5Y | +157.1% | +36.5% | +120.6% | +131.7% |
| All | +155.7% | +188.2% | -32.5% | +82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling