+3,340.7%
DLR vs BP
+134.5%
+3,206.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | -11.6% | +8.0% | -0.6% |
| 30D | -3.5% | 0.0% | -3.5% | -3.7% |
| 3M | -8.9% | +6.7% | -15.7% | -10.8% |
| 6M | -11.6% | +2.2% | -13.7% | -12.9% |
| YTD | +14.9% | +33.0% | -18.1% | +4.9% |
| 1Y | +6.4% | +30.7% | -24.3% | -2.5% |
| 3Y | +47.3% | +44.2% | +3.1% | +29.4% |
| 5Y | +32.8% | +105.1% | -72.3% | +2.4% |
| 10Y | +169.6% | +133.5% | +36.0% | +80.1% |
| All | +3,340.7% | +134.5% | +3,206.2% | +2,002.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling