+3,306.4%
V vs DLR
+966.7%
+2,339.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -1.3% |
| 7D | -0.8% | +2.4% | -3.1% | -1.6% |
| 30D | +9.5% | +0.7% | +8.8% | +9.0% |
| 3M | +16.7% | -6.4% | +23.1% | +18.8% |
| 6M | +32.9% | -6.5% | +39.5% | +34.5% |
| YTD | +21.1% | +18.8% | +2.3% | +12.0% |
| 1Y | +26.6% | +9.0% | +17.6% | +20.6% |
| 3Y | +78.4% | +54.5% | +23.9% | +45.5% |
| 5Y | +105.5% | +35.8% | +69.6% | +70.9% |
| 10Y | +444.2% | +177.5% | +266.8% | +231.1% |
| All | +3,306.4% | +966.7% | +2,339.7% | +984.7% |
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 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