+32.3%
DLR vs CP
+24.4%
+8.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | -3.6% | +2.8% | -6.4% | -4.6% |
| 30D | -3.5% | +10.2% | -13.7% | -7.0% |
| 3M | -8.9% | +2.4% | -11.3% | -9.9% |
| 6M | -11.6% | +7.7% | -19.2% | -14.4% |
| YTD | +14.9% | +26.0% | -11.1% | +4.3% |
| 1Y | +6.4% | +34.6% | -28.2% | -6.0% |
| 3Y | +47.3% | +26.7% | +20.6% | +29.9% |
| All | +32.3% | +24.4% | +8.0% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling