+1,966.1%
ON vs DLR
+3,595.7%
-1,629.5%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | +2.4% | +1.6% | +0.9% | +1.7% |
| 30D | -3.3% | -3.4% | +0.1% | -1.7% |
| 3M | -43.6% | +0.5% | -44.1% | -44.1% |
| 6M | +19.0% | +4.6% | +14.4% | +16.0% |
| YTD | +37.4% | +23.4% | +13.9% | +23.9% |
| 1Y | +54.8% | +19.0% | +35.7% | +41.6% |
| 3Y | -25.2% | +56.5% | -81.7% | -39.8% |
| 5Y | +62.7% | +33.3% | +29.4% | +38.1% |
| 10Y | +574.3% | +165.1% | +409.2% | +294.3% |
| All | +1,966.1% | +3,595.7% | -1,629.5% | +206.2% |
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