+165.8%
DLR vs BAH
+182.5%
-16.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.8% |
| 7D | +3.4% | -4.3% | +7.7% | +4.5% |
| 30D | -2.2% | -4.5% | +2.2% | -1.2% |
| 3M | +4.7% | -7.6% | +12.3% | +6.3% |
| 6M | +9.0% | -10.6% | +19.6% | +11.0% |
| YTD | +24.1% | -12.6% | +36.7% | +25.7% |
| 1Y | +20.9% | -27.0% | +47.9% | +28.2% |
| 3Y | +60.0% | -31.5% | +91.5% | +66.4% |
| 5Y | +35.3% | -3.8% | +39.1% | +23.0% |
| 10Y | +165.8% | +183.9% | -18.2% | +80.8% |
| All | +165.8% | +182.5% | -16.8% | +80.8% |
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