+17.1%
DLR vs CF
+50.1%
-33.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +3.3% | +4.8% | -1.5% | +4.0% |
| 30D | +4.6% | +4.7% | -0.1% | +5.5% |
| 3M | -8.3% | +7.4% | -15.7% | -6.9% |
| 6M | -5.6% | +0.6% | -6.2% | -4.7% |
| YTD | +18.7% | +64.1% | -45.4% | +22.6% |
| 1Y | +17.1% | +51.4% | -34.3% | +20.0% |
| All | +17.1% | +50.1% | -33.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling