+58.3%
DLR vs BG
+19.0%
+39.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | -1.2% | +10.3% | -11.5% | -1.2% |
| 3M | +2.9% | -1.9% | +4.8% | +2.9% |
| 6M | +6.7% | +5.2% | +1.4% | +6.5% |
| YTD | +23.9% | +41.2% | -17.3% | +23.5% |
| 1Y | +18.6% | +50.5% | -31.9% | +18.1% |
| All | +58.3% | +19.0% | +39.3% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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