+51.1%
DLR vs COMP
-52.0%
+103.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.1% |
| 7D | +3.3% | 0.0% | +3.3% | +3.3% |
| 30D | +4.6% | +16.6% | -12.0% | +2.4% |
| 3M | -8.3% | -23.5% | +15.2% | -5.8% |
| 6M | -5.6% | +25.7% | -31.4% | -9.3% |
| YTD | +18.7% | -3.4% | +22.1% | +16.3% |
| 1Y | +17.1% | +7.6% | +9.5% | +13.0% |
| 3Y | +54.4% | +423.6% | -369.2% | +15.1% |
| 5Y | +36.5% | -10.6% | +47.1% | +9.2% |
| All | +51.1% | -52.0% | +103.1% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling