+181.2%
DLR vs CP
+257.3%
-76.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.7% |
| 7D | +3.3% | +2.1% | +1.2% | +2.5% |
| 30D | +4.6% | +9.3% | -4.7% | +1.1% |
| 3M | -8.3% | +0.5% | -8.7% | -8.6% |
| 6M | -5.6% | +10.4% | -16.0% | -9.4% |
| YTD | +18.7% | +28.7% | -10.0% | +7.1% |
| 1Y | +17.1% | +33.2% | -16.1% | +4.2% |
| 3Y | +54.4% | +38.4% | +15.9% | +32.9% |
| 5Y | +36.5% | +26.2% | +10.3% | +20.4% |
| All | +181.2% | +257.3% | -76.2% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling