+25.8%
C vs DLR
+9.7%
+16.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | -0.4% | -2.0% | +1.6% | +0.4% |
| 30D | -5.3% | +0.5% | -5.9% | -5.5% |
| 3M | -8.0% | -4.4% | -3.6% | -6.7% |
| 6M | -0.3% | -6.4% | +6.2% | +1.8% |
| YTD | +8.6% | +19.5% | -10.8% | -0.4% |
| 1Y | +25.8% | +10.5% | +15.3% | +18.3% |
| All | +25.8% | +9.7% | +16.2% | +18.3% |
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