+176.7%
DLR vs BP
+132.0%
+44.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.4% |
| 7D | +2.9% | +4.0% | -1.1% | +2.4% |
| 30D | -1.2% | +7.8% | -9.0% | -2.0% |
| 3M | +2.9% | +8.4% | -5.4% | +1.8% |
| 6M | +6.7% | +15.1% | -8.4% | +4.5% |
| YTD | +23.9% | +36.4% | -12.5% | +18.6% |
| 1Y | +18.6% | +40.9% | -22.3% | +13.0% |
| 3Y | +59.7% | +38.8% | +20.8% | +51.2% |
| 5Y | +42.1% | +141.1% | -99.0% | +24.2% |
| 10Y | +176.7% | +133.9% | +42.8% | +130.4% |
| All | +176.7% | +132.0% | +44.7% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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