+587.9%
DLR vs BAH
+886.2%
-298.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +1.6% | -3.2% | +4.8% | +2.3% |
| 30D | -3.4% | +2.0% | -5.4% | -3.9% |
| 3M | +0.5% | -7.6% | +8.1% | +1.8% |
| 6M | +4.6% | -5.7% | +10.2% | +4.9% |
| YTD | +23.4% | -11.7% | +35.1% | +24.7% |
| 1Y | +19.0% | -27.4% | +46.4% | +25.5% |
| 3Y | +56.5% | -32.5% | +89.1% | +64.0% |
| 5Y | +33.3% | -3.3% | +36.7% | +25.9% |
| 10Y | +165.1% | +186.0% | -20.9% | +99.9% |
| All | +587.9% | +886.2% | -298.3% | +279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling