+35.3%
DLR vs BP
+131.3%
-96.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.9% | +0.4% |
| 7D | +3.4% | +0.9% | +2.5% | +3.3% |
| 30D | -2.2% | +9.1% | -11.4% | -3.0% |
| 3M | +4.7% | +3.9% | +0.8% | +4.2% |
| 6M | +9.0% | +13.6% | -4.6% | +7.1% |
| YTD | +24.1% | +34.0% | -9.9% | +19.4% |
| 1Y | +20.9% | +39.2% | -18.2% | +15.7% |
| 3Y | +60.0% | +36.4% | +23.6% | +51.8% |
| 5Y | +35.3% | +135.8% | -100.5% | +27.1% |
| All | +35.3% | +131.3% | -96.0% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling