+9.5%
DLR vs CP
+33.1%
-23.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.9% |
| 7D | +2.4% | +2.8% | -0.4% | +1.8% |
| 30D | +0.7% | +11.3% | -10.6% | -1.6% |
| 3M | -6.4% | +2.9% | -9.3% | -7.0% |
| 6M | -6.5% | +9.8% | -16.3% | -8.9% |
| YTD | +18.8% | +28.5% | -9.7% | +11.8% |
| All | +9.5% | +33.1% | -23.6% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling