+698.4%
O vs DLR
+3,472.7%
-2,774.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.2% |
| 7D | +3.5% | +0.3% | +3.2% | +3.2% |
| 30D | +10.4% | +1.2% | +9.2% | +9.2% |
| 3M | -2.4% | -4.8% | +2.4% | -0.6% |
| 6M | -1.2% | -6.1% | +4.9% | +0.3% |
| YTD | +10.4% | +19.3% | -8.9% | -3.2% |
| 1Y | +11.4% | +10.0% | +1.5% | +2.3% |
| 3Y | +40.4% | +53.8% | -13.4% | -0.5% |
| 5Y | +12.1% | +39.1% | -27.0% | -19.7% |
| 10Y | +82.7% | +188.1% | -105.4% | -24.8% |
| All | +698.4% | +3,472.7% | -2,774.3% | -30.3% |
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