+58.5%
ON vs DLR
+35.6%
+22.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -5.0% | -4.8% |
| 7D | -2.2% | +3.4% | -5.6% | -4.1% |
| 30D | -12.4% | -2.2% | -10.2% | -11.2% |
| 3M | -41.2% | +4.7% | -45.9% | -43.4% |
| 6M | +25.0% | +9.0% | +16.0% | +17.6% |
| YTD | +31.3% | +24.1% | +7.1% | +13.9% |
| 1Y | +45.4% | +20.9% | +24.5% | +27.5% |
| 3Y | -27.4% | +60.0% | -87.4% | -47.1% |
| 5Y | +58.5% | +35.3% | +23.2% | +13.3% |
| All | +58.5% | +35.6% | +22.9% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling