+54.5%
DLR vs COMP
+431.5%
-377.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.7% | -2.3% | +2.8% |
| 7D | +2.4% | +14.5% | -12.2% | +0.9% |
| 30D | +0.7% | +14.9% | -14.2% | -0.9% |
| 3M | -6.4% | -14.2% | +7.8% | -5.3% |
| 6M | -6.5% | +23.7% | -30.3% | -9.5% |
| YTD | +18.8% | +2.1% | +16.7% | +15.9% |
| 1Y | +9.0% | +26.2% | -17.2% | +3.7% |
| 3Y | +54.5% | +470.9% | -416.4% | +17.6% |
| All | +54.5% | +431.5% | -377.0% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling