+70.0%
V vs DLR
+34.8%
+35.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -1.7% | +1.6% | -3.3% | -2.0% |
| 30D | +2.0% | -3.4% | +5.3% | +2.6% |
| 3M | +17.4% | +0.5% | +16.9% | +16.7% |
| 6M | +17.5% | +4.6% | +12.9% | +15.6% |
| YTD | +7.6% | +23.4% | -15.8% | +1.7% |
| 1Y | +7.7% | +19.0% | -11.3% | +2.3% |
| 3Y | +54.7% | +56.5% | -1.9% | +33.8% |
| All | +70.0% | +34.8% | +35.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling