+32.3%
DLR vs BP
+103.6%
-71.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | -11.6% | +8.0% | -2.5% |
| 30D | -3.5% | 0.0% | -3.5% | -3.6% |
| 3M | -8.9% | +6.7% | -15.7% | -9.6% |
| 6M | -11.6% | +2.2% | -13.7% | -12.0% |
| YTD | +14.9% | +33.0% | -18.1% | +10.1% |
| 1Y | +6.4% | +30.7% | -24.3% | +2.2% |
| 3Y | +47.3% | +44.2% | +3.1% | +38.3% |
| All | +32.3% | +103.6% | -71.3% | +20.3% |
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