+58.2%
DLR vs APD
+9.1%
+49.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +1.6% | -2.2% | +3.8% | +2.0% |
| 30D | -3.4% | +2.1% | -5.4% | -3.8% |
| 3M | +0.5% | +7.2% | -6.7% | -1.1% |
| 6M | +4.6% | +11.2% | -6.7% | +1.9% |
| YTD | +23.4% | +24.4% | -1.0% | +16.8% |
| 1Y | +19.0% | +6.7% | +12.4% | +16.9% |
| All | +58.2% | +9.1% | +49.1% | +49.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling