+626.6%
SO vs DLR
+3,595.6%
-2,969.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.2% | +1.6% | -1.7% | -0.5% |
| 30D | -4.6% | -3.4% | -1.2% | -4.0% |
| 3M | -3.0% | +0.5% | -3.5% | -3.5% |
| 6M | -8.3% | +4.6% | -12.8% | -9.4% |
| YTD | +3.5% | +23.4% | -19.9% | -1.2% |
| 1Y | -0.9% | +19.0% | -20.0% | -5.0% |
| 3Y | +45.4% | +56.5% | -11.2% | +29.7% |
| 5Y | +59.6% | +33.3% | +26.3% | +44.8% |
| 10Y | +156.6% | +165.1% | -8.5% | +105.2% |
| All | +626.6% | +3,595.6% | -2,969.0% | +296.8% |
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