+1,833.6%
ON vs DLR
+3,472.7%
-1,639.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -4.1% | +0.3% | -4.5% | -4.0% |
| 30D | -10.2% | +1.2% | -11.4% | -10.4% |
| 3M | -12.7% | -4.8% | -7.9% | -10.4% |
| 6M | -32.5% | -6.1% | -26.4% | -30.8% |
| YTD | +28.6% | +19.3% | +9.2% | +18.3% |
| 1Y | +43.4% | +10.0% | +33.4% | +36.9% |
| 3Y | +3.3% | +53.8% | -50.5% | -15.8% |
| 5Y | +22.5% | +39.1% | -16.6% | +2.9% |
| 10Y | +535.7% | +188.1% | +347.6% | +260.5% |
| All | +1,833.6% | +3,472.7% | -1,639.0% | +192.2% |
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