+13.7%
DLR vs APD
+23.3%
-9.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | +0.1% |
| 7D | -2.0% | -1.2% | -0.9% | -2.0% |
| 30D | +0.5% | +11.0% | -10.5% | +0.7% |
| 3M | -4.4% | +2.6% | -7.0% | -4.5% |
| 6M | -6.4% | +4.8% | -11.3% | -5.6% |
| YTD | +19.5% | +31.0% | -11.5% | +19.4% |
| All | +13.7% | +23.3% | -9.6% | +13.5% |
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