+35.8%
DLR vs DAR
-37.0%
+72.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +2.6% |
| 7D | +2.4% | -2.8% | +5.1% | +2.8% |
| 30D | +0.7% | -12.8% | +13.6% | +3.0% |
| 3M | -6.4% | -11.6% | +5.1% | -4.9% |
| 6M | -6.5% | -16.8% | +10.2% | -4.2% |
| YTD | +18.8% | +45.9% | -27.1% | +9.6% |
| 1Y | +9.0% | +61.5% | -52.4% | -1.4% |
| 3Y | +54.5% | +23.0% | +31.5% | +42.7% |
| 5Y | +35.8% | -35.8% | +71.7% | +44.2% |
| All | +35.8% | -37.0% | +72.8% | +44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling