+22.7%
C vs DLR
+9.4%
+13.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.4% | -0.9% | +1.1% |
| 7D | -0.9% | +2.4% | -3.3% | -1.7% |
| 30D | -5.4% | +0.7% | -6.1% | -5.6% |
| 3M | -9.2% | -6.4% | -2.7% | -7.1% |
| 6M | -1.8% | -6.5% | +4.7% | +0.3% |
| YTD | +6.7% | +18.8% | -12.1% | -2.0% |
| All | +22.7% | +9.4% | +13.3% | +16.0% |
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 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