+47.3%
DLR vs DRI
+66.4%
-19.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -3.6% | +2.8% | -6.4% | -3.9% |
| 30D | -3.5% | +13.3% | -16.7% | -4.8% |
| 3M | -8.9% | +8.2% | -17.1% | -9.8% |
| 6M | -11.6% | +17.5% | -29.1% | -13.5% |
| YTD | +14.9% | +26.9% | -12.0% | +10.8% |
| 1Y | +6.4% | +31.6% | -25.1% | +2.0% |
| 3Y | +47.3% | +67.0% | -19.7% | +32.7% |
| All | +47.3% | +66.4% | -19.2% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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