+51.2%
CI vs DLR
+35.0%
+16.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | +1.2% | +3.3% | -2.2% | +1.0% |
| 30D | +2.6% | +4.6% | -2.0% | +2.3% |
| 3M | +7.4% | -8.3% | +15.7% | +8.0% |
| 6M | -0.1% | -5.6% | +5.5% | +0.1% |
| YTD | +9.7% | +18.7% | -9.0% | +8.3% |
| 1Y | +12.1% | +17.1% | -5.0% | +10.8% |
| 3Y | +7.0% | +54.4% | -47.3% | +1.0% |
| All | +51.2% | +35.0% | +16.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling