+33.2%
BE vs DLR
+9.9%
+23.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.9% |
| 7D | -13.4% | +0.3% | -13.7% | -13.0% |
| 30D | -33.9% | +1.2% | -35.1% | -34.0% |
| 3M | -12.0% | -4.8% | -7.2% | -4.9% |
| 6M | -29.0% | -6.1% | -22.8% | -20.0% |
| YTD | +113.4% | +19.3% | +94.1% | +40.6% |
| 1Y | +33.2% | +10.0% | +23.2% | +17.7% |
| All | +33.2% | +9.9% | +23.3% | +17.7% |
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