+59.9%
DIA vs DLR
+57.6%
+2.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | +0.1% | +3.4% | -3.3% | -0.6% |
| 30D | -2.1% | -2.2% | +0.2% | -1.7% |
| 3M | +4.2% | +4.7% | -0.6% | +2.8% |
| 6M | +11.9% | +9.0% | +2.9% | +9.5% |
| YTD | +10.8% | +24.1% | -13.3% | +5.4% |
| 1Y | +17.5% | +20.9% | -3.4% | +12.1% |
| 3Y | +59.9% | +60.0% | -0.1% | +42.5% |
| All | +59.9% | +57.6% | +2.3% | +42.5% |
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