+3,595.6%
DLR vs BB
-73.7%
+3,669.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +1.6% | -5.6% | +7.2% | +2.3% |
| 30D | -3.4% | -11.8% | +8.4% | -1.9% |
| 3M | +0.5% | -25.5% | +26.0% | +3.5% |
| 6M | +4.6% | +121.3% | -116.7% | -8.0% |
| YTD | +23.4% | +103.2% | -79.7% | +9.8% |
| 1Y | +19.0% | +102.6% | -83.6% | +5.4% |
| 3Y | +56.5% | +37.5% | +19.0% | +40.0% |
| 5Y | +33.3% | -30.4% | +63.8% | +26.6% |
| 10Y | +165.1% | 0.0% | +165.1% | +104.5% |
| All | +3,595.6% | -73.7% | +3,669.3% | +3,368.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling