+192.9%
SO vs DLR
+193.8%
-0.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.9% |
| 7D | -0.9% | +5.0% | -6.0% | -2.4% |
| 30D | +4.9% | +3.0% | +2.0% | +3.7% |
| 3M | +0.8% | -6.3% | +7.0% | +2.4% |
| 6M | +0.6% | -4.8% | +5.3% | +1.2% |
| YTD | +8.7% | +21.0% | -12.4% | +0.9% |
| 1Y | +4.0% | +15.1% | -11.2% | -2.0% |
| 3Y | +50.6% | +56.0% | -5.4% | +23.0% |
| 5Y | +77.5% | +39.1% | +38.4% | +48.4% |
| All | +192.9% | +193.8% | -0.9% | +85.8% |
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 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