+713.4%
O vs DLR
+3,595.6%
-2,882.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.0% |
| 7D | -0.7% | +1.6% | -2.3% | -1.7% |
| 30D | -1.9% | -3.4% | +1.5% | -0.1% |
| 3M | +3.8% | +0.5% | +3.3% | +2.2% |
| 6M | -4.7% | +4.6% | -9.3% | -8.7% |
| YTD | +12.5% | +23.4% | -10.9% | -2.5% |
| 1Y | +10.8% | +19.0% | -8.2% | -2.6% |
| 3Y | +28.8% | +56.5% | -27.8% | -9.2% |
| 5Y | +13.2% | +33.3% | -20.1% | -16.1% |
| 10Y | +53.5% | +165.1% | -111.7% | -32.5% |
| All | +713.4% | +3,595.6% | -2,882.3% | -29.9% |
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