+2,245.0%
TER vs DLR
+3,595.7%
-1,350.7%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +5.3% |
| 7D | +0.6% | +1.6% | -1.0% | -0.1% |
| 30D | -8.3% | -3.4% | -4.9% | -6.6% |
| 3M | -12.2% | +0.5% | -12.7% | -12.8% |
| 6M | +17.1% | +4.6% | +12.5% | +14.8% |
| YTD | +84.7% | +23.4% | +61.3% | +67.2% |
| 1Y | +199.9% | +19.0% | +180.9% | +175.9% |
| 3Y | +232.8% | +56.5% | +176.2% | +166.6% |
| 5Y | +198.6% | +33.3% | +165.3% | +153.1% |
| 10Y | +1,669.7% | +165.1% | +1,504.6% | +914.7% |
| All | +2,245.0% | +3,595.7% | -1,350.7% | +236.2% |
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