+296.4%
ARM vs DLR
+59.4%
+237.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.3% | +3.6% | +3.6% |
| 7D | +5.5% | +1.6% | +3.9% | +4.1% |
| 30D | -8.2% | -3.4% | -4.8% | -5.4% |
| 3M | -35.9% | +0.5% | -36.4% | -37.0% |
| 6M | +103.1% | +4.6% | +98.6% | +94.0% |
| YTD | +130.6% | +23.4% | +107.2% | +89.0% |
| 1Y | +86.1% | +19.0% | +67.0% | +57.8% |
| All | +296.4% | +59.4% | +237.1% | +161.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling