+533.2%
XYZ vs DLR
+283.0%
+250.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +1.6% | -2.5% | -1.9% |
| 30D | -1.7% | -3.4% | +1.6% | +0.2% |
| 3M | +16.7% | +0.5% | +16.2% | +15.0% |
| 6M | +26.9% | +4.6% | +22.3% | +21.8% |
| YTD | +27.1% | +23.4% | +3.7% | +9.5% |
| 1Y | +9.3% | +19.0% | -9.8% | -4.5% |
| 3Y | +42.3% | +56.5% | -14.3% | +3.4% |
| 5Y | -69.3% | +33.3% | -102.6% | -75.9% |
| 10Y | +586.8% | +165.1% | +421.7% | +304.6% |
| All | +533.2% | +283.0% | +250.3% | +248.0% |
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