+60.0%
DLR vs CG
+56.8%
+3.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | +3.4% | -1.3% | +4.7% | +3.7% |
| 30D | -2.2% | -3.2% | +0.9% | -1.7% |
| 3M | +4.7% | +6.2% | -1.5% | +2.6% |
| 6M | +9.0% | -4.7% | +13.7% | +9.6% |
| YTD | +24.1% | -20.6% | +44.8% | +30.2% |
| 1Y | +20.9% | -26.4% | +47.3% | +29.0% |
| 3Y | +60.0% | +55.4% | +4.6% | +23.4% |
| All | +60.0% | +56.8% | +3.2% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling