-24.0%
ON vs DLR
+56.7%
-80.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +2.4% | +1.6% | +0.9% | +1.5% |
| 30D | -3.3% | -3.4% | +0.1% | -1.3% |
| 3M | -43.6% | +0.5% | -44.1% | -44.2% |
| 6M | +19.0% | +4.6% | +14.4% | +14.8% |
| YTD | +37.4% | +23.4% | +13.9% | +18.9% |
| 1Y | +54.8% | +19.0% | +35.7% | +36.3% |
| All | -24.0% | +56.7% | -80.7% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling