+13.7%
DLR vs CF
+51.6%
-38.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | -2.0% | +10.4% | -12.4% | -0.6% |
| 30D | +0.5% | +7.6% | -7.0% | +1.7% |
| 3M | -4.4% | +5.2% | -9.6% | -3.3% |
| 6M | -6.4% | -0.1% | -6.4% | -5.6% |
| YTD | +19.5% | +61.7% | -42.2% | +22.4% |
| All | +13.7% | +51.6% | -38.0% | +15.9% |
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