+911.5%
BE vs DLR
+114.1%
+797.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.0% | +7.1% |
| 7D | +20.0% | +1.6% | +18.4% | +18.8% |
| 30D | +7.9% | -3.4% | +11.3% | +10.8% |
| 3M | -13.2% | +0.5% | -13.7% | -14.6% |
| 6M | +53.5% | +4.6% | +48.9% | +49.1% |
| YTD | +191.0% | +23.4% | +167.6% | +152.6% |
| 1Y | +360.5% | +19.0% | +341.5% | +314.7% |
| 3Y | +1,568.0% | +56.5% | +1,511.5% | +1,239.5% |
| 5Y | +1,055.2% | +33.3% | +1,021.9% | +848.2% |
| All | +911.5% | +114.1% | +797.4% | +579.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling