+49.9%
DLR vs AUR
-34.9%
+84.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.7% | -2.1% | +0.4% |
| 7D | +3.4% | +19.2% | -15.8% | +1.8% |
| 30D | -2.2% | -7.8% | +5.6% | -1.7% |
| 3M | +4.7% | +4.0% | +0.7% | +3.9% |
| 6M | +9.0% | +45.0% | -36.0% | +4.5% |
| YTD | +24.1% | +69.5% | -45.4% | +17.1% |
| 1Y | +20.9% | +13.0% | +7.9% | +17.7% |
| 3Y | +60.0% | +90.4% | -30.3% | +40.1% |
| 5Y | +35.3% | -34.2% | +69.5% | +15.3% |
| All | +49.9% | -34.9% | +84.8% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 all: compounded portfolio wealth divided by compounded AUR 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…
all analysis · Full analysis span regression · 6 months rolling