+32.3%
DLR vs AVAV
+28.1%
+4.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.9% | -1.7% |
| 7D | +3.3% | +4.2% | -0.9% | +2.9% |
| 30D | +4.6% | -2.6% | +7.1% | +4.6% |
| 3M | -8.3% | -38.0% | +29.7% | -4.8% |
| 6M | -5.6% | -27.0% | +21.4% | -4.5% |
| YTD | +18.7% | -51.4% | +70.1% | +23.6% |
| 1Y | +17.1% | -60.2% | +77.3% | +24.6% |
| 3Y | +54.4% | -6.7% | +61.0% | +41.8% |
| All | +32.3% | +28.1% | +4.3% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling