+35.3%
DLR vs A
-14.2%
+49.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.2% | +1.4% |
| 7D | +3.4% | -2.1% | +5.5% | +4.0% |
| 30D | -2.2% | +0.6% | -2.8% | -2.5% |
| 3M | +4.7% | +10.9% | -6.2% | +1.0% |
| 6M | +9.0% | +28.2% | -19.1% | -0.6% |
| YTD | +24.1% | +8.6% | +15.6% | +19.6% |
| 1Y | +20.9% | +15.5% | +5.4% | +13.4% |
| 3Y | +60.0% | +31.8% | +28.2% | +36.9% |
| 5Y | +35.3% | -14.9% | +50.2% | +33.8% |
| All | +35.3% | -14.2% | +49.5% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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