+365.7%
SE vs DLR
+90.9%
+274.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +2.0% | -3.6% | +5.6% | +4.0% |
| 30D | -20.0% | -3.5% | -16.5% | -18.6% |
| 3M | -31.8% | -8.9% | -22.9% | -28.8% |
| 6M | -15.9% | -11.6% | -4.3% | -11.8% |
| YTD | -40.6% | +14.9% | -55.5% | -46.5% |
| 1Y | -50.7% | +6.4% | -57.1% | -53.6% |
| 3Y | +70.3% | +47.3% | +23.0% | +28.3% |
| 5Y | -78.8% | +32.8% | -111.6% | -83.3% |
| All | +365.7% | +90.9% | +274.9% | +181.4% |
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