+22.1%
ALNY vs DLR
+58.2%
-36.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.2% |
| 7D | -6.5% | +0.1% | -6.7% | -6.6% |
| 30D | +11.0% | -4.3% | +15.3% | +11.7% |
| 3M | -14.1% | +3.8% | -17.9% | -15.1% |
| 6M | -22.4% | +5.8% | -28.2% | -23.6% |
| YTD | -37.5% | +23.5% | -61.0% | -40.3% |
| 1Y | -46.9% | +11.1% | -58.0% | -48.4% |
| 3Y | +22.1% | +57.9% | -35.8% | +8.8% |
| All | +22.1% | +58.2% | -36.2% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling