+15.1%
DLR vs APD
+23.7%
-8.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +5.0% | +2.2% | +2.9% | +5.0% |
| 30D | +3.0% | +9.4% | -6.4% | +3.2% |
| 3M | -6.3% | +4.7% | -10.9% | -6.3% |
| 6M | -4.8% | +5.5% | -10.3% | -3.9% |
| YTD | +21.0% | +31.4% | -10.4% | +20.9% |
| 1Y | +15.1% | +24.1% | -9.0% | +15.0% |
| All | +15.1% | +23.7% | -8.5% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 1y: compounded portfolio wealth divided by compounded APD 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…
1y analysis · Full analysis span regression · 6 months rolling