+13.0%
DLR vs AVAV
-68.0%
+81.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.3% | +10.9% | +2.8% |
| 7D | +2.8% | -10.1% | +12.9% | +3.1% |
| 30D | +2.8% | -18.7% | +21.5% | +3.3% |
| 3M | -4.0% | -33.0% | +29.0% | -3.2% |
| 6M | -5.6% | -37.2% | +31.6% | -4.2% |
| YTD | +21.9% | -53.2% | +75.1% | +23.2% |
| 1Y | +13.0% | -69.0% | +82.0% | +25.7% |
| All | +13.0% | -68.0% | +81.1% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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