+157.6%
B vs DLR
+33.9%
+123.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | +9.4% | -3.4% | +12.8% | +10.5% |
| 3M | +5.0% | +0.5% | +4.5% | +4.6% |
| 6M | -3.5% | +4.6% | -8.1% | -4.7% |
| YTD | +4.5% | +23.4% | -19.0% | -1.4% |
| 1Y | +67.8% | +19.0% | +48.7% | +59.8% |
| 3Y | +196.7% | +56.5% | +140.2% | +157.7% |
| All | +157.6% | +33.9% | +123.8% | +117.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling