+1,102.3%
PSX vs DLR
+338.5%
+763.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +2.4% |
| 7D | -8.0% | +2.4% | -10.4% | -8.4% |
| 30D | -9.0% | +0.7% | -9.8% | -9.3% |
| 3M | +24.7% | -6.4% | +31.2% | +25.9% |
| 6M | +49.3% | -6.5% | +55.9% | +50.3% |
| YTD | +100.2% | +18.8% | +81.4% | +91.5% |
| 1Y | +88.8% | +9.0% | +79.8% | +83.7% |
| 3Y | +152.5% | +54.5% | +98.0% | +126.6% |
| 5Y | +283.2% | +35.8% | +247.4% | +247.8% |
| 10Y | +345.8% | +177.5% | +168.3% | +241.1% |
| All | +1,102.3% | +338.5% | +763.7% | +747.3% |
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 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