+47.3%
DLR vs ALL
+105.5%
-58.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.5% | +4.2% | 0.0% |
| 7D | -3.6% | -1.9% | -1.6% | -3.5% |
| 30D | -3.5% | +13.8% | -17.3% | -4.4% |
| 3M | -8.9% | -7.0% | -1.9% | -8.4% |
| 6M | -11.6% | +18.0% | -29.6% | -13.3% |
| YTD | +14.9% | +24.2% | -9.3% | +11.7% |
| 1Y | +6.4% | +31.2% | -24.7% | +2.5% |
| 3Y | +47.3% | +107.5% | -60.3% | +25.5% |
| All | +47.3% | +105.5% | -58.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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