+17.2%
ARM vs DLR
+9.9%
+7.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -3.0% |
| 7D | -10.4% | +0.3% | -10.7% | -10.2% |
| 30D | -31.8% | +1.2% | -33.0% | -32.0% |
| 3M | -32.2% | -4.8% | -27.4% | -28.9% |
| 6M | -14.9% | -6.1% | -8.8% | -8.7% |
| YTD | +66.0% | +19.3% | +46.7% | +51.4% |
| 1Y | +17.2% | +10.0% | +7.3% | +14.5% |
| All | +17.2% | +9.9% | +7.4% | +14.5% |
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