+61.9%
DIA vs DLR
+53.1%
+8.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.4% | -1.2% | +1.5% |
| 7D | +0.8% | +2.4% | -1.6% | +0.3% |
| 30D | +1.4% | +0.7% | +0.7% | +1.2% |
| 3M | -2.7% | -6.4% | +3.7% | -1.5% |
| 6M | +6.2% | -6.5% | +12.8% | +7.3% |
| YTD | +10.1% | +18.8% | -8.7% | +5.5% |
| 1Y | +13.0% | +9.0% | +4.0% | +10.2% |
| 3Y | +61.9% | +54.5% | +7.4% | +44.1% |
| All | +61.9% | +53.1% | +8.8% | +44.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling