+3,523.8%
DLR vs BAX
+133.6%
+3,390.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.0% |
| 7D | +5.0% | +0.4% | +4.7% | +4.9% |
| 30D | +3.0% | +3.4% | -0.4% | +1.4% |
| 3M | -6.3% | -4.5% | -1.8% | -5.4% |
| 6M | -4.8% | +44.0% | -48.8% | -17.1% |
| YTD | +21.0% | +34.9% | -13.9% | +5.5% |
| 1Y | +15.1% | +37.9% | -22.8% | -0.8% |
| 3Y | +56.0% | -17.1% | +73.1% | +53.1% |
| 5Y | +39.1% | -64.3% | +103.4% | +91.1% |
| 10Y | +193.3% | -35.9% | +229.1% | +196.9% |
| All | +3,523.8% | +133.6% | +3,390.2% | +2,305.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling