+261.2%
ARM vs DLR
+53.0%
+208.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.6% | -7.8% | -7.5% |
| 7D | -18.7% | +2.8% | -21.5% | -20.7% |
| 30D | -36.7% | +2.8% | -39.5% | -38.2% |
| 3M | -31.6% | -4.0% | -27.6% | -28.7% |
| 6M | -5.6% | -5.6% | 0.0% | -1.0% |
| YTD | +75.5% | +21.9% | +53.5% | +46.0% |
| 1Y | +19.3% | +13.0% | +6.3% | +6.4% |
| All | +261.2% | +53.0% | +208.2% | +159.5% |
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 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