+13.0%
DLR vs AS
+3.3%
+9.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.1% | -2.5% | +1.9% |
| 7D | +2.8% | +13.8% | -10.9% | +1.0% |
| 30D | +2.8% | +16.7% | -13.9% | +0.6% |
| 3M | -4.0% | -11.5% | +7.5% | -2.6% |
| 6M | -5.6% | -5.5% | -0.1% | -5.5% |
| YTD | +21.9% | -14.2% | +36.1% | +21.0% |
| 1Y | +13.0% | +2.1% | +10.9% | +10.8% |
| All | +13.0% | +3.3% | +9.7% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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