+322.4%
NET vs DLR
+53.0%
+269.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.1% | -3.6% |
| 7D | -16.4% | +2.8% | -19.2% | -17.3% |
| 30D | -25.8% | +2.8% | -28.6% | -26.7% |
| 3M | -11.5% | -4.0% | -7.5% | -10.3% |
| 6M | +18.9% | -5.6% | +24.5% | +20.8% |
| YTD | +35.2% | +21.9% | +13.3% | +19.5% |
| 1Y | +14.5% | +13.0% | +1.4% | +5.2% |
| All | +322.4% | +53.0% | +269.4% | +205.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling