+3,595.6%
DLR vs BBWI
+182.8%
+3,412.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.3% |
| 7D | +1.6% | +1.5% | +0.1% | +1.2% |
| 30D | -3.4% | -5.2% | +1.8% | -2.6% |
| 3M | +0.5% | +11.1% | -10.6% | -2.8% |
| 6M | +4.6% | -13.4% | +17.9% | +6.0% |
| YTD | +23.4% | +0.1% | +23.3% | +20.4% |
| 1Y | +19.0% | -36.1% | +55.2% | +26.8% |
| 3Y | +56.5% | -44.1% | +100.6% | +63.7% |
| 5Y | +33.3% | -66.2% | +99.6% | +50.1% |
| 10Y | +165.1% | -54.8% | +219.9% | +135.4% |
| All | +3,595.6% | +182.8% | +3,412.9% | +837.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling