+19.0%
DLR vs CG
-24.3%
+43.3%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.6% |
| 7D | +1.6% | -4.3% | +5.9% | +2.4% |
| 30D | -3.4% | -5.1% | +1.7% | -2.5% |
| 3M | +0.5% | +8.7% | -8.2% | -1.5% |
| 6M | +4.6% | -9.2% | +13.8% | +6.1% |
| YTD | +23.4% | -18.9% | +42.3% | +27.7% |
| 1Y | +19.0% | -25.6% | +44.7% | +27.1% |
| All | +19.0% | -24.3% | +43.3% | +27.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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