+11.8%
DIA vs DLR
+13.8%
-2.0%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | +2.1% | +3.3% | -1.2% | +1.5% |
| 30D | +1.5% | +4.6% | -3.1% | +0.7% |
| 3M | -2.4% | -8.3% | +5.9% | -1.0% |
| 6M | +6.0% | -5.6% | +11.6% | +7.0% |
| YTD | +10.1% | +18.7% | -8.6% | +6.1% |
| 1Y | +11.8% | +17.1% | -5.3% | +7.8% |
| All | +11.8% | +13.8% | -2.0% | +7.8% |
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