+363.8%
PSX vs DLR
+35.6%
+328.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | +2.8% | +3.4% | -0.6% | +2.5% |
| 30D | +27.8% | -2.2% | +30.0% | +28.0% |
| 3M | +42.0% | +4.7% | +37.3% | +41.0% |
| 6M | +58.1% | +9.0% | +49.1% | +55.7% |
| YTD | +105.0% | +24.1% | +80.9% | +98.2% |
| 1Y | +104.9% | +20.9% | +84.0% | +98.5% |
| 3Y | +134.1% | +60.0% | +74.0% | +118.9% |
| 5Y | +363.8% | +35.3% | +328.5% | +329.7% |
| All | +363.8% | +35.6% | +328.2% | +329.7% |
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