+1,449.6%
NET vs DLR
+87.5%
+1,362.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.2% |
| 7D | -7.0% | +1.6% | -8.6% | -7.8% |
| 30D | -4.8% | -3.4% | -1.4% | -2.9% |
| 3M | +3.8% | +0.5% | +3.3% | +2.2% |
| 6M | +50.0% | +4.6% | +45.5% | +42.5% |
| YTD | +41.5% | +23.4% | +18.1% | +20.4% |
| 1Y | +32.8% | +19.0% | +13.8% | +15.3% |
| 3Y | +335.9% | +56.5% | +279.4% | +202.5% |
| 5Y | +113.8% | +33.3% | +80.5% | +57.4% |
| All | +1,449.6% | +87.5% | +1,362.0% | +822.1% |
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