+62.5%
T vs DLR
+188.2%
-125.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.4% |
| 7D | +2.5% | +3.3% | -0.8% | +1.9% |
| 30D | -3.8% | +4.6% | -8.4% | -4.7% |
| 3M | -8.7% | -8.3% | -0.5% | -7.5% |
| 6M | -8.1% | -5.6% | -2.5% | -7.6% |
| YTD | -6.4% | +18.7% | -25.2% | -10.3% |
| 1Y | -9.8% | +17.1% | -26.9% | -13.3% |
| 3Y | +65.5% | +54.4% | +11.1% | +45.0% |
| 5Y | +57.0% | +36.5% | +20.5% | +39.4% |
| All | +62.5% | +188.2% | -125.7% | +18.3% |
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