+189.5%
DLR vs BAX
-35.7%
+225.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -2.0% | -0.6% | -1.4% | -1.8% |
| 30D | +0.5% | +6.3% | -5.8% | -1.2% |
| 3M | -4.4% | -4.6% | +0.1% | -3.7% |
| 6M | -6.4% | +50.4% | -56.8% | -16.4% |
| YTD | +19.5% | +38.0% | -18.6% | +7.3% |
| 1Y | +10.5% | +44.6% | -34.1% | -2.2% |
| 3Y | +54.0% | -15.1% | +69.1% | +51.8% |
| 5Y | +39.7% | -63.3% | +103.0% | +88.2% |
| 10Y | +189.5% | -34.4% | +223.9% | +280.5% |
| All | +189.5% | -35.7% | +225.2% | +280.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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