-62.0%
ALNY vs DLR
+11.0%
-72.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | +0.8% |
| 7D | -30.7% | +2.8% | -33.5% | -30.7% |
| 30D | -26.7% | +2.8% | -29.5% | -26.7% |
| 3M | -26.4% | -4.0% | -22.5% | -26.4% |
| 6M | -45.9% | -5.6% | -40.3% | -45.6% |
| YTD | -59.5% | +21.9% | -81.4% | -61.8% |
| 1Y | -62.0% | +13.0% | -75.0% | -63.3% |
| All | -62.0% | +11.0% | -72.9% | -63.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling