+697.8%
O vs DLR
+3,457.3%
-2,759.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | -1.2% |
| 7D | +3.3% | +2.4% | +1.0% | +1.8% |
| 30D | +10.3% | +0.7% | +9.6% | +9.4% |
| 3M | -3.5% | -6.4% | +3.0% | -0.7% |
| 6M | -1.3% | -6.5% | +5.3% | +0.5% |
| YTD | +10.3% | +18.8% | -8.5% | -3.0% |
| 1Y | +10.4% | +9.0% | +1.4% | +1.8% |
| 3Y | +40.0% | +54.5% | -14.5% | -1.1% |
| 5Y | +12.4% | +35.8% | -23.5% | -18.4% |
| 10Y | +78.2% | +177.5% | -99.3% | -24.8% |
| All | +697.8% | +3,457.3% | -2,759.4% | -30.2% |
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 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