+25.7%
C vs DLR
+13.8%
+11.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.7% |
| 7D | +4.2% | +3.3% | +0.8% | +2.8% |
| 30D | +2.0% | +4.6% | -2.6% | +0.3% |
| 3M | -10.1% | -8.3% | -1.8% | -7.3% |
| 6M | +1.0% | -5.6% | +6.6% | +2.8% |
| YTD | +8.5% | +18.7% | -10.3% | -1.3% |
| 1Y | +25.7% | +17.1% | +8.6% | +14.5% |
| All | +25.7% | +13.8% | +11.9% | +14.5% |
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