+33.9%
ALNY vs DLR
+43.3%
-9.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | +0.1% |
| 7D | -6.5% | +0.1% | -6.7% | -6.6% |
| 30D | +11.0% | -4.3% | +15.3% | +12.0% |
| 3M | -14.1% | +3.8% | -17.9% | -15.4% |
| 6M | -22.4% | +5.8% | -28.2% | -24.0% |
| YTD | -37.5% | +23.5% | -61.0% | -41.1% |
| 1Y | -46.9% | +11.1% | -58.0% | -48.8% |
| 3Y | +22.1% | +57.9% | -35.8% | +5.6% |
| All | +33.9% | +43.3% | -9.5% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling