+54.5%
DLR vs DAR
+21.9%
+32.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +2.8% |
| 7D | +2.4% | -2.8% | +5.1% | +2.7% |
| 30D | +0.7% | -12.8% | +13.6% | +2.3% |
| 3M | -6.4% | -11.6% | +5.1% | -5.3% |
| 6M | -6.5% | -16.8% | +10.2% | -4.8% |
| YTD | +18.8% | +45.9% | -27.1% | +11.2% |
| 1Y | +9.0% | +61.5% | -52.4% | +0.5% |
| 3Y | +54.5% | +23.0% | +31.5% | +47.1% |
| All | +54.5% | +21.9% | +32.6% | +47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling