+1,112.1%
PSX vs DLR
+355.6%
+756.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.1% |
| 7D | +4.5% | +1.6% | +3.0% | +4.2% |
| 30D | +26.6% | -3.4% | +30.0% | +27.3% |
| 3M | +39.3% | +0.5% | +38.8% | +38.6% |
| 6M | +56.8% | +4.6% | +52.3% | +54.4% |
| YTD | +101.8% | +23.4% | +78.4% | +92.1% |
| 1Y | +99.6% | +19.0% | +80.6% | +91.0% |
| 3Y | +140.3% | +56.5% | +83.8% | +115.3% |
| 5Y | +339.3% | +33.3% | +306.0% | +301.5% |
| 10Y | +369.9% | +165.1% | +204.7% | +262.5% |
| All | +1,112.1% | +355.6% | +756.5% | +749.8% |
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