+60.0%
DLR vs APA
+9.3%
+50.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.5% |
| 7D | +3.4% | -1.7% | +5.1% | +3.5% |
| 30D | -2.2% | +15.7% | -18.0% | -3.1% |
| 3M | +4.7% | +16.5% | -11.7% | +3.7% |
| 6M | +9.0% | +35.1% | -26.1% | +5.7% |
| YTD | +24.1% | +82.2% | -58.1% | +16.3% |
| 1Y | +20.9% | +102.5% | -81.5% | +11.6% |
| 3Y | +60.0% | +10.3% | +49.7% | +42.7% |
| All | +60.0% | +9.3% | +50.7% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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