+56.3%
DLR vs COMP
+346.2%
-289.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.2% | +1.8% |
| 7D | +2.8% | +9.5% | -6.6% | +1.9% |
| 30D | +2.8% | +8.1% | -5.3% | +1.8% |
| 3M | -4.0% | -16.3% | +12.3% | -2.6% |
| 6M | -5.6% | +42.2% | -47.8% | -10.1% |
| YTD | +21.9% | -5.0% | +27.0% | +20.0% |
| 1Y | +13.0% | +20.1% | -7.1% | +8.0% |
| All | +56.3% | +346.2% | -289.9% | +20.8% |
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