+57.1%
DLR vs COMP
-47.7%
+104.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.3% |
| 7D | +1.6% | +1.4% | +0.2% | +1.4% |
| 30D | -3.4% | -13.3% | +10.0% | -1.8% |
| 3M | +0.5% | +41.1% | -40.6% | -4.2% |
| 6M | +4.6% | +17.2% | -12.6% | +1.0% |
| YTD | +23.4% | +5.2% | +18.2% | +20.2% |
| 1Y | +19.0% | +18.9% | +0.1% | +13.4% |
| 3Y | +56.5% | +215.9% | -159.4% | +24.8% |
| 5Y | +33.3% | -31.2% | +64.5% | +6.7% |
| All | +57.1% | -47.7% | +104.8% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling