+55.3%
B vs DLR
+20.4%
+35.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.0% | -1.7% |
| 7D | +2.3% | +3.4% | -1.1% | +0.7% |
| 30D | +1.4% | -2.2% | +3.6% | +2.3% |
| 3M | +12.2% | +4.7% | +7.5% | +9.4% |
| 6M | -2.1% | +9.0% | -11.1% | -4.9% |
| YTD | +2.9% | +24.1% | -21.2% | -4.8% |
| 1Y | +55.3% | +20.9% | +34.4% | +46.3% |
| All | +55.3% | +20.4% | +35.0% | +46.3% |
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