+6.4%
DLR vs COMP
+16.2%
-9.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.7% | -11.0% | -1.1% |
| 7D | -3.6% | +13.4% | -17.0% | -4.5% |
| 30D | -3.5% | +11.1% | -14.6% | -4.4% |
| 3M | -8.9% | -18.8% | +9.9% | -7.9% |
| 6M | -11.6% | +10.5% | -22.1% | -13.2% |
| YTD | +14.9% | -3.4% | +18.3% | +10.6% |
| 1Y | +6.4% | +19.7% | -13.3% | +3.3% |
| All | +6.4% | +16.2% | -9.7% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling