+565.0%
DLR vs BAH
+1,084.3%
-519.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | +0.3% | +0.5% | -0.1% | +0.2% |
| 30D | +1.2% | +18.2% | -17.0% | -2.6% |
| 3M | -4.8% | +13.1% | -17.9% | -7.8% |
| 6M | -6.1% | +15.2% | -21.3% | -10.0% |
| YTD | +19.3% | +6.0% | +13.3% | +15.3% |
| 1Y | +10.0% | +3.1% | +6.9% | +6.8% |
| 3Y | +53.8% | -26.2% | +80.0% | +58.1% |
| 5Y | +39.1% | +9.3% | +29.8% | +27.7% |
| 10Y | +188.1% | +212.3% | -24.1% | +111.5% |
| All | +565.0% | +1,084.3% | -519.2% | +251.2% |
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