+638.0%
XYZ vs DLR
+174.9%
+463.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.4% | +0.2% | +1.5% |
| 7D | +14.9% | +2.4% | +12.5% | +13.4% |
| 30D | +14.7% | +0.7% | +13.9% | +14.0% |
| 3M | +12.1% | -6.4% | +18.5% | +16.3% |
| 6M | +18.3% | -6.5% | +24.9% | +21.4% |
| YTD | +36.1% | +18.8% | +17.3% | +18.7% |
| 1Y | +35.3% | +9.0% | +26.3% | +24.6% |
| 3Y | +73.5% | +54.5% | +19.0% | +24.0% |
| 5Y | -61.6% | +35.8% | -97.5% | -70.4% |
| 10Y | +638.0% | +177.5% | +460.5% | +289.9% |
| All | +638.0% | +174.9% | +463.1% | +289.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling