+13.0%
DLR vs BB
+88.0%
-75.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.0% | -4.4% | +1.9% |
| 7D | +2.8% | -6.8% | +9.7% | +3.4% |
| 30D | +2.8% | -3.5% | +6.3% | +2.9% |
| 3M | -4.0% | -1.2% | -2.8% | -4.2% |
| 6M | -5.6% | +57.0% | -62.6% | -9.9% |
| YTD | +21.9% | +131.1% | -109.2% | +9.4% |
| 1Y | +13.0% | +87.6% | -74.6% | +4.7% |
| All | +13.0% | +88.0% | -75.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling