+3,595.7%
DLR vs BP
+130.7%
+3,464.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +1.6% | +3.9% | -2.4% | +0.5% |
| 30D | -3.4% | +7.6% | -11.0% | -5.3% |
| 3M | +0.5% | +0.7% | -0.2% | -0.2% |
| 6M | +4.6% | +15.5% | -10.9% | -0.3% |
| YTD | +23.4% | +30.8% | -7.4% | +13.5% |
| 1Y | +19.0% | +34.3% | -15.3% | +8.5% |
| 3Y | +56.5% | +35.1% | +21.5% | +40.1% |
| 5Y | +33.3% | +126.8% | -93.5% | -0.2% |
| 10Y | +165.1% | +123.4% | +41.8% | +80.4% |
| All | +3,595.7% | +130.7% | +3,464.9% | +2,174.5% |
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