+58.2%
DLR vs AVAV
+48.2%
+10.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.1% | +0.4% |
| 7D | +1.6% | -2.2% | +3.8% | +1.7% |
| 30D | -3.4% | -13.9% | +10.6% | -2.7% |
| 3M | +0.5% | -29.2% | +29.7% | +2.4% |
| 6M | +4.6% | -36.1% | +40.7% | +6.9% |
| YTD | +23.4% | -40.2% | +63.6% | +25.8% |
| 1Y | +19.0% | -36.2% | +55.2% | +20.4% |
| All | +58.2% | +48.2% | +10.0% | +50.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling