+32.3%
DLR vs BR
+18.8%
+13.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +3.3% | +1.1% | +2.2% | +2.9% |
| 30D | +4.6% | +14.4% | -9.8% | -0.7% |
| 3M | -8.3% | +12.4% | -20.7% | -12.7% |
| 6M | -5.6% | +35.4% | -41.1% | -17.7% |
| YTD | +18.7% | -12.2% | +30.9% | +26.3% |
| 1Y | +17.1% | -12.7% | +29.8% | +25.0% |
| 3Y | +54.4% | +14.3% | +40.1% | +37.6% |
| All | +32.3% | +18.8% | +13.6% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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