+1,129.2%
PSX vs DLR
+341.0%
+788.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.0% | +3.2% |
| 7D | -0.4% | -2.0% | +1.7% | 0.0% |
| 30D | -8.1% | +0.5% | -8.6% | -8.3% |
| 3M | +15.9% | -4.4% | +20.3% | +16.6% |
| 6M | +49.4% | -6.4% | +55.8% | +50.3% |
| YTD | +104.7% | +19.5% | +85.2% | +95.6% |
| 1Y | +89.1% | +10.5% | +78.6% | +83.5% |
| 3Y | +151.7% | +54.0% | +97.7% | +126.1% |
| 5Y | +298.3% | +39.7% | +258.6% | +259.3% |
| 10Y | +357.1% | +189.5% | +167.5% | +247.2% |
| All | +1,129.2% | +341.0% | +788.1% | +765.4% |
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