+915.6%
DLR vs BUD
+201.1%
+714.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.2% | +0.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.5% |
| 30D | -3.4% | -5.7% | +2.3% | -1.8% |
| 3M | +0.5% | +3.1% | -2.6% | -0.6% |
| 6M | +4.6% | +7.9% | -3.3% | +1.9% |
| YTD | +23.4% | +27.3% | -3.9% | +14.5% |
| 1Y | +19.0% | +37.8% | -18.8% | +7.6% |
| 3Y | +56.5% | +49.8% | +6.7% | +36.1% |
| 5Y | +33.3% | +43.8% | -10.5% | +15.6% |
| 10Y | +165.1% | -22.6% | +187.8% | +169.1% |
| All | +915.6% | +201.1% | +714.6% | +427.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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