+103.0%
PSX vs DLR
+20.8%
+82.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.6% |
| 7D | +1.8% | +2.9% | -1.1% | +2.1% |
| 30D | +21.6% | -1.2% | +22.8% | +21.5% |
| 3M | +46.5% | +2.9% | +43.5% | +47.3% |
| 6M | +62.0% | +6.7% | +55.3% | +62.2% |
| YTD | +106.3% | +23.9% | +82.5% | +104.8% |
| 1Y | +103.0% | +18.6% | +84.3% | +105.2% |
| All | +103.0% | +20.8% | +82.1% | +105.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling