+176.5%
DLR vs BB
+1.6%
+174.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | +0.1% | -0.4% | +0.5% | +0.1% |
| 30D | -4.3% | -12.5% | +8.2% | -3.0% |
| 3M | +3.8% | -17.4% | +21.3% | +5.2% |
| 6M | +5.8% | +119.1% | -113.3% | -4.7% |
| YTD | +23.5% | +102.4% | -78.8% | +12.1% |
| 1Y | +11.1% | +98.2% | -87.1% | +0.7% |
| 3Y | +57.9% | +46.9% | +10.9% | +43.3% |
| 5Y | +44.0% | -26.4% | +70.4% | +35.5% |
| All | +176.5% | +1.6% | +174.9% | +110.3% |
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