+9.5%
DLR vs BAH
+2.1%
+7.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.3% |
| 7D | +2.4% | -1.5% | +3.9% | +2.4% |
| 30D | +0.7% | +17.3% | -16.5% | +0.3% |
| 3M | -6.4% | +14.9% | -21.3% | -6.8% |
| 6M | -6.5% | +14.2% | -20.8% | -7.9% |
| YTD | +18.8% | +5.1% | +13.7% | +15.1% |
| All | +9.5% | +2.1% | +7.4% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling