+35.8%
ARM vs DLR
+9.7%
+26.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.1% | +11.9% | +11.9% |
| 7D | +6.0% | -2.0% | +8.1% | +8.4% |
| 30D | -20.3% | +0.5% | -20.9% | -20.1% |
| 3M | -24.4% | -4.4% | -20.0% | -20.8% |
| 6M | -4.4% | -6.4% | +2.1% | +3.0% |
| YTD | +86.0% | +19.5% | +66.6% | +69.8% |
| 1Y | +35.8% | +10.5% | +25.3% | +32.1% |
| All | +35.8% | +9.7% | +26.1% | +32.1% |
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