+1,619.0%
BE vs DLR
+56.7%
+1,562.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.0% |
| 7D | +20.0% | +1.6% | +18.4% | +18.1% |
| 30D | +7.9% | -3.4% | +11.3% | +12.4% |
| 3M | -13.2% | +0.5% | -13.7% | -15.8% |
| 6M | +53.5% | +4.6% | +48.9% | +44.9% |
| YTD | +191.0% | +23.4% | +167.6% | +125.3% |
| 1Y | +360.5% | +19.0% | +341.5% | +277.2% |
| All | +1,619.0% | +56.7% | +1,562.4% | +1,024.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling