+389.6%
BE vs DLR
+20.8%
+368.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.6% |
| 7D | +23.9% | +2.9% | +21.0% | +20.4% |
| 30D | +27.8% | -1.2% | +29.0% | +30.0% |
| 3M | +3.7% | +2.9% | +0.8% | -1.6% |
| 6M | +78.0% | +6.7% | +71.3% | +62.5% |
| YTD | +209.9% | +23.9% | +186.0% | +123.5% |
| 1Y | +389.6% | +18.6% | +371.0% | +263.8% |
| All | +389.6% | +20.8% | +368.8% | +263.8% |
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