+589.4%
SE vs DLR
+105.0%
+484.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.1% |
| 7D | -6.1% | +1.6% | -7.7% | -6.9% |
| 30D | -2.5% | -3.4% | +0.9% | -0.9% |
| 3M | +21.7% | +0.5% | +21.2% | +19.8% |
| 6M | +27.0% | +4.6% | +22.4% | +22.2% |
| YTD | -12.1% | +23.4% | -35.6% | -23.4% |
| 1Y | -40.9% | +19.0% | -59.9% | -47.8% |
| 3Y | +191.0% | +56.5% | +134.5% | +112.5% |
| 5Y | -68.3% | +33.3% | -101.6% | -75.0% |
| All | +589.4% | +105.0% | +484.4% | +302.8% |
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