+58.7%
SO vs DLR
+35.6%
+23.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +1.0% | +3.4% | -2.4% | +0.4% |
| 30D | -3.2% | -2.2% | -1.0% | -2.8% |
| 3M | -1.7% | +4.7% | -6.4% | -2.9% |
| 6M | -7.2% | +9.0% | -16.2% | -9.1% |
| YTD | +4.6% | +24.1% | -19.6% | -0.2% |
| 1Y | +1.2% | +20.9% | -19.7% | -3.2% |
| 3Y | +45.3% | +60.0% | -14.8% | +26.8% |
| 5Y | +58.7% | +35.3% | +23.4% | +40.9% |
| All | +58.7% | +35.6% | +23.1% | +40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling