+3,310.4%
V vs DLR
+931.7%
+2,378.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +2.2% | -3.6% | +5.8% | +3.4% |
| 30D | +13.6% | -3.5% | +17.1% | +14.8% |
| 3M | +14.3% | -8.9% | +23.2% | +17.5% |
| 6M | +33.1% | -11.6% | +44.7% | +37.3% |
| YTD | +21.2% | +14.9% | +6.3% | +13.5% |
| 1Y | +26.4% | +6.4% | +20.0% | +21.4% |
| 3Y | +77.6% | +47.3% | +30.3% | +47.4% |
| 5Y | +102.6% | +32.8% | +69.8% | +69.8% |
| 10Y | +464.4% | +169.6% | +294.9% | +246.7% |
| All | +3,310.4% | +931.7% | +2,378.6% | +998.8% |
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