+47.7%
CI vs DLR
+32.6%
+15.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -1.6% | -3.6% | +2.0% | -1.4% |
| 30D | +5.4% | -3.5% | +8.9% | +5.6% |
| 3M | +7.3% | -8.9% | +16.2% | +7.8% |
| 6M | +5.3% | -11.6% | +16.9% | +5.9% |
| YTD | +8.5% | +14.9% | -6.4% | +7.3% |
| 1Y | +17.1% | +6.4% | +10.7% | +16.4% |
| 3Y | +1.4% | +47.3% | -45.9% | -3.8% |
| All | +47.7% | +32.6% | +15.1% | +45.7% |
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