+41.5%
DLR vs BG
+88.4%
-46.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.8% | -2.0% |
| 7D | -1.3% | +3.7% | -5.0% | -1.6% |
| 30D | -2.9% | +12.3% | -15.2% | -3.7% |
| 3M | +3.2% | -2.2% | +5.4% | +3.3% |
| 6M | +3.9% | +5.3% | -1.4% | +3.2% |
| YTD | +21.4% | +42.4% | -21.0% | +17.5% |
| 1Y | +9.7% | +55.2% | -45.5% | +5.1% |
| 3Y | +56.5% | +21.0% | +35.6% | +53.6% |
| 5Y | +41.5% | +87.1% | -45.6% | +34.4% |
| All | +41.5% | +88.4% | -46.9% | +34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling