+2,127.3%
MO vs DLR
+3,595.7%
-1,468.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | +0.3% | +1.6% | -1.2% | +0.1% |
| 30D | +0.6% | -3.4% | +4.0% | +1.2% |
| 3M | -1.0% | +0.5% | -1.5% | -1.4% |
| 6M | +4.3% | +4.6% | -0.2% | +3.2% |
| YTD | +23.3% | +23.4% | -0.1% | +18.5% |
| 1Y | +10.5% | +19.0% | -8.6% | +6.6% |
| 3Y | +96.3% | +56.5% | +39.7% | +77.7% |
| 5Y | +98.9% | +33.3% | +65.6% | +82.5% |
| 10Y | +103.6% | +165.1% | -61.5% | +63.3% |
| All | +2,127.3% | +3,595.7% | -1,468.4% | +1,234.0% |
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