+20.1%
CI vs DLR
+9.9%
+10.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | +2.6% | +0.3% | +2.3% | +2.6% |
| 30D | +7.3% | +1.2% | +6.1% | +7.4% |
| 3M | +9.5% | -4.8% | +14.3% | +9.7% |
| 6M | +6.4% | -6.1% | +12.6% | +6.4% |
| YTD | +12.0% | +19.3% | -7.3% | +15.6% |
| 1Y | +20.1% | +10.0% | +10.1% | +21.4% |
| All | +20.1% | +9.9% | +10.2% | +21.4% |
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