+19.0%
DLR vs ARMK
+47.4%
-28.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | +1.6% | -2.4% | +4.0% | +1.8% |
| 30D | -3.4% | 0.0% | -3.4% | -3.3% |
| 3M | +0.5% | +6.7% | -6.2% | -0.1% |
| 6M | +4.6% | +38.8% | -34.3% | +1.0% |
| YTD | +23.4% | +55.2% | -31.8% | +16.7% |
| 1Y | +19.0% | +46.6% | -27.6% | +14.4% |
| All | +19.0% | +47.4% | -28.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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