+18.6%
DLR vs BP
+39.3%
-20.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.2% |
| 7D | +2.9% | +4.0% | -1.1% | +3.0% |
| 30D | -1.2% | +7.8% | -9.0% | -0.9% |
| 3M | +2.9% | +8.4% | -5.4% | +3.0% |
| 6M | +6.7% | +15.1% | -8.4% | +5.5% |
| YTD | +23.9% | +36.4% | -12.5% | +19.1% |
| 1Y | +18.6% | +40.9% | -22.3% | +12.9% |
| All | +18.6% | +39.3% | -20.6% | +12.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling