+186.6%
DLR vs BAH
+199.5%
-12.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +5.0% | -2.6% | +7.6% | +5.7% |
| 30D | +3.0% | +20.4% | -17.4% | -1.7% |
| 3M | -6.3% | +11.9% | -18.1% | -9.3% |
| 6M | -4.8% | +17.1% | -21.9% | -9.5% |
| YTD | +21.0% | +5.5% | +15.5% | +16.5% |
| 1Y | +15.1% | +5.6% | +9.5% | +10.6% |
| 3Y | +56.0% | -26.5% | +82.5% | +60.8% |
| 5Y | +39.1% | +6.5% | +32.7% | +24.2% |
| All | +186.6% | +199.5% | -12.9% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling