+17.1%
DLR vs DG
+31.9%
-14.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.9% |
| 7D | +3.3% | +0.3% | +3.0% | +3.3% |
| 30D | +4.6% | +3.2% | +1.4% | +4.4% |
| 3M | -8.3% | +10.4% | -18.7% | -8.8% |
| 6M | -5.6% | +33.2% | -38.8% | -7.7% |
| YTD | +18.7% | +3.0% | +15.7% | +18.4% |
| 1Y | +17.1% | +31.2% | -14.1% | +13.8% |
| All | +17.1% | +31.9% | -14.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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