+97.5%
MO vs DLR
+40.9%
+56.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -2.4% | +2.9% | -5.3% | -2.6% |
| 30D | +3.6% | -1.2% | +4.7% | +3.6% |
| 3M | -3.7% | +2.9% | -6.6% | -4.0% |
| 6M | +4.5% | +6.7% | -2.2% | +3.9% |
| YTD | +21.5% | +23.9% | -2.4% | +19.6% |
| 1Y | +9.5% | +18.6% | -9.1% | +8.0% |
| 3Y | +93.6% | +59.7% | +33.9% | +83.1% |
| 5Y | +97.5% | +42.1% | +55.4% | +86.9% |
| All | +97.5% | +40.9% | +56.6% | +86.9% |
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