+38.5%
DLR vs BAX
-62.6%
+101.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.4% | +1.0% | +3.0% |
| 7D | +2.4% | +9.0% | -6.7% | +1.2% |
| 30D | +0.7% | +8.5% | -7.7% | -0.5% |
| 3M | -6.4% | -4.1% | -2.3% | -6.0% |
| 6M | -6.5% | +46.9% | -53.5% | -12.0% |
| YTD | +18.8% | +38.4% | -19.6% | +11.6% |
| 1Y | +9.0% | +47.0% | -38.0% | +1.3% |
| 3Y | +54.5% | -14.9% | +69.4% | +53.5% |
| All | +38.5% | -62.6% | +101.1% | +74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling