+554.0%
XYZ vs DLR
+256.5%
+297.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.9% |
| 7D | +12.1% | -3.6% | +15.7% | +14.7% |
| 30D | +12.4% | -3.5% | +15.8% | +14.7% |
| 3M | +8.2% | -8.9% | +17.1% | +13.9% |
| 6M | +20.7% | -11.6% | +32.3% | +28.0% |
| YTD | +31.3% | +14.9% | +16.4% | +17.7% |
| 1Y | +20.5% | +6.4% | +14.1% | +13.0% |
| 3Y | +72.6% | +47.3% | +25.4% | +29.6% |
| 5Y | -64.0% | +32.8% | -96.8% | -71.4% |
| 10Y | +601.8% | +169.6% | +432.2% | +324.1% |
| All | +554.0% | +256.5% | +297.5% | +274.0% |
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