+60.0%
DLR vs BB
+68.2%
-8.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.4% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | -2.2% | -12.4% | +10.1% | -1.1% |
| 3M | +4.7% | -15.3% | +20.0% | +5.6% |
| 6M | +9.0% | +128.8% | -119.8% | -2.1% |
| YTD | +24.1% | +107.7% | -83.5% | +12.6% |
| 1Y | +20.9% | +103.9% | -82.9% | +9.5% |
| 3Y | +60.0% | +72.6% | -12.6% | +39.9% |
| All | +60.0% | +68.2% | -8.1% | +39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling