+1,227.8%
BE vs DLR
+40.9%
+1,186.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.6% | -2.7% |
| 7D | +23.9% | +2.9% | +21.0% | +20.9% |
| 30D | +27.8% | -1.2% | +29.0% | +29.8% |
| 3M | +3.7% | +2.9% | +0.8% | -1.4% |
| 6M | +78.0% | +6.7% | +71.3% | +65.9% |
| YTD | +209.9% | +23.9% | +186.0% | +150.3% |
| 1Y | +389.6% | +18.6% | +371.0% | +318.0% |
| 3Y | +1,730.6% | +59.7% | +1,670.9% | +1,166.7% |
| 5Y | +1,227.8% | +42.1% | +1,185.8% | +860.1% |
| All | +1,227.8% | +40.9% | +1,186.9% | +860.1% |
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