+194.6%
SO vs DLR
+178.7%
+16.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.4% | -2.1% | +0.3% |
| 7D | -1.1% | +2.4% | -3.5% | -1.9% |
| 30D | +8.6% | +0.7% | +7.8% | +8.1% |
| 3M | +1.8% | -6.4% | +8.2% | +3.5% |
| 6M | +3.6% | -6.5% | +10.2% | +4.9% |
| YTD | +9.9% | +18.8% | -8.9% | +2.7% |
| 1Y | +5.7% | +9.0% | -3.3% | +1.4% |
| 3Y | +52.5% | +54.5% | -2.0% | +24.9% |
| 5Y | +77.3% | +35.8% | +41.5% | +49.4% |
| All | +194.6% | +178.7% | +16.0% | +88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling