-7.0%
DLR vs DAR
-17.3%
+10.3%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +3.5% |
| 7D | +2.4% | -2.8% | +5.1% | +2.0% |
| 30D | +0.7% | -12.8% | +13.6% | -0.6% |
| 3M | -6.4% | -11.6% | +5.1% | -6.5% |
| All | -7.0% | -17.3% | +10.3% | -6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling