+35.3%
DLR vs BBWI
-66.8%
+102.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.1% |
| 7D | +3.4% | +1.6% | +1.8% | +3.1% |
| 30D | -2.2% | -6.2% | +4.0% | -1.5% |
| 3M | +4.7% | +4.3% | +0.4% | +3.5% |
| 6M | +9.0% | -7.2% | +16.2% | +9.0% |
| YTD | +24.1% | -3.0% | +27.2% | +22.8% |
| 1Y | +20.9% | -30.8% | +51.7% | +25.5% |
| 3Y | +60.0% | -43.4% | +103.4% | +65.2% |
| 5Y | +35.3% | -66.7% | +102.0% | +46.4% |
| All | +35.3% | -66.8% | +102.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 5y: compounded portfolio wealth divided by compounded BBWI 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…
5y analysis · Full analysis span regression · 6 months rolling