+55.2%
DLR vs COMP
-52.8%
+108.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.7% | -5.2% | +1.6% |
| 7D | +2.8% | +9.5% | -6.6% | +1.7% |
| 30D | +2.8% | +8.1% | -5.3% | +1.6% |
| 3M | -4.0% | -16.3% | +12.3% | -2.3% |
| 6M | -5.6% | +42.2% | -47.8% | -10.8% |
| YTD | +21.9% | -5.0% | +27.0% | +19.8% |
| 1Y | +13.0% | +20.1% | -7.1% | +7.6% |
| 3Y | +52.2% | +358.4% | -306.2% | +15.6% |
| 5Y | +40.3% | -21.9% | +62.3% | +12.9% |
| All | +55.2% | -52.8% | +108.0% | +26.6% |
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 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