+32.6%
NET vs DLR
+38.1%
-5.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.6% | -5.1% | -4.5% |
| 7D | -16.4% | +2.8% | -19.2% | -18.1% |
| 30D | -25.8% | +2.8% | -28.6% | -27.4% |
| 3M | -11.5% | -4.0% | -7.5% | -9.4% |
| 6M | +18.9% | -5.6% | +24.5% | +21.0% |
| YTD | +35.2% | +21.9% | +13.3% | +10.0% |
| 1Y | +14.5% | +13.0% | +1.4% | -0.8% |
| 3Y | +313.8% | +52.2% | +261.6% | +149.0% |
| 5Y | +32.6% | +40.3% | -7.8% | -7.4% |
| All | +32.6% | +38.1% | -5.5% | -7.4% |
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 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