+176.5%
DLR vs BBY
+252.7%
-76.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +1.1% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | -4.3% | +9.4% | -13.7% | -6.1% |
| 3M | +3.8% | +19.3% | -15.5% | 0.0% |
| 6M | +5.8% | +47.9% | -42.1% | -2.7% |
| YTD | +23.5% | +39.6% | -16.0% | +14.5% |
| 1Y | +11.1% | +22.2% | -11.1% | +5.4% |
| 3Y | +57.9% | +45.0% | +12.9% | +40.6% |
| 5Y | +44.0% | +2.6% | +41.4% | +33.5% |
| All | +176.5% | +252.7% | -76.2% | +122.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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