+672.3%
SO vs DLR
+3,472.7%
-2,800.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.1% | +0.3% | -0.5% | -0.2% |
| 30D | +8.7% | +1.2% | +7.5% | +8.3% |
| 3M | +3.4% | -4.8% | +8.2% | +4.1% |
| 6M | +3.7% | -6.1% | +9.8% | +4.5% |
| YTD | +10.0% | +19.3% | -9.3% | +5.4% |
| 1Y | +6.6% | +10.0% | -3.4% | +3.8% |
| 3Y | +52.5% | +53.8% | -1.3% | +36.3% |
| 5Y | +76.1% | +39.1% | +36.9% | +58.2% |
| 10Y | +194.9% | +188.1% | +6.7% | +133.1% |
| All | +672.3% | +3,472.7% | -2,800.3% | +323.7% |
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 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