+426.7%
T vs DLR
+3,457.3%
-3,030.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | 0.0% |
| 7D | +1.7% | +2.4% | -0.7% | +1.1% |
| 30D | -1.7% | +0.7% | -2.5% | -2.0% |
| 3M | -7.3% | -6.4% | -0.9% | -6.3% |
| 6M | -11.2% | -6.5% | -4.7% | -10.4% |
| YTD | -8.1% | +18.8% | -26.8% | -12.3% |
| 1Y | -8.0% | +9.0% | -17.1% | -10.7% |
| 3Y | +62.1% | +54.5% | +7.6% | +41.9% |
| 5Y | +55.7% | +35.8% | +19.9% | +37.8% |
| 10Y | +54.1% | +177.5% | -123.3% | +11.3% |
| All | +426.7% | +3,457.3% | -3,030.6% | +102.4% |
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