+513.5%
T vs DLR
+3,595.7%
-3,082.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.3% | -2.0% |
| 7D | -1.3% | +1.6% | -2.8% | -1.6% |
| 30D | +11.4% | -3.4% | +14.7% | +12.1% |
| 3M | +14.3% | +0.5% | +13.8% | +13.9% |
| 6M | -9.3% | +4.6% | -13.8% | -10.5% |
| YTD | +7.1% | +23.4% | -16.3% | +1.6% |
| 1Y | -9.1% | +19.0% | -28.1% | -13.3% |
| 3Y | +105.3% | +56.5% | +48.8% | +79.5% |
| 5Y | +66.8% | +33.3% | +33.5% | +48.8% |
| 10Y | +66.8% | +165.1% | -98.4% | +22.0% |
| All | +513.5% | +3,595.7% | -3,082.2% | +134.6% |
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