+3,595.6%
DLR vs BAX
+134.4%
+3,461.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +1.6% | -1.1% | +2.7% | +2.0% |
| 30D | -3.4% | -5.5% | +2.1% | -1.6% |
| 3M | +0.5% | +33.5% | -33.0% | -9.7% |
| 6M | +4.6% | +35.9% | -31.3% | -7.1% |
| YTD | +23.4% | +35.4% | -11.9% | +8.0% |
| 1Y | +19.0% | +9.8% | +9.3% | +11.1% |
| 3Y | +56.5% | -32.7% | +89.3% | +67.7% |
| 5Y | +33.3% | -65.6% | +98.9% | +87.2% |
| 10Y | +165.1% | -34.9% | +200.1% | +167.8% |
| All | +3,595.6% | +134.4% | +3,461.2% | +2,362.9% |
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 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