+58.2%
DLR vs CF
+73.9%
-15.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +0.3% |
| 7D | +1.6% | +6.0% | -4.4% | +1.6% |
| 30D | -3.4% | +14.8% | -18.2% | -3.2% |
| 3M | +0.5% | +14.1% | -13.6% | +0.7% |
| 6M | +4.6% | +28.5% | -24.0% | +3.4% |
| YTD | +23.4% | +74.9% | -51.5% | +19.3% |
| 1Y | +19.0% | +61.7% | -42.7% | +15.7% |
| All | +58.2% | +73.9% | -15.7% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling