+189.5%
DLR vs BB
+31.7%
+157.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.2% |
| 7D | -2.0% | +7.3% | -9.3% | -2.8% |
| 30D | +0.5% | +11.2% | -10.7% | -0.8% |
| 3M | -4.4% | +4.7% | -9.1% | -5.3% |
| 6M | -6.4% | +51.1% | -57.6% | -12.0% |
| YTD | +19.5% | +148.0% | -128.5% | +5.9% |
| 1Y | +10.5% | +106.1% | -95.6% | -0.2% |
| 3Y | +54.0% | +158.2% | -104.2% | +31.4% |
| 5Y | +39.7% | -10.8% | +50.5% | +28.6% |
| 10Y | +189.5% | +29.3% | +160.2% | +118.4% |
| All | +189.5% | +31.7% | +157.9% | +118.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling