+106.6%
DLR vs DT
+103.5%
+3.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.6% |
| 7D | +1.6% | -3.3% | +4.9% | +2.1% |
| 30D | -3.4% | +2.0% | -5.4% | -3.8% |
| 3M | +0.5% | +20.0% | -19.5% | -3.1% |
| 6M | +4.6% | +39.3% | -34.7% | -2.7% |
| YTD | +23.4% | +19.8% | +3.7% | +17.8% |
| 1Y | +19.0% | +4.3% | +14.8% | +16.4% |
| 3Y | +56.5% | +7.7% | +48.8% | +50.2% |
| 5Y | +33.3% | -26.8% | +60.2% | +30.3% |
| All | +106.6% | +103.5% | +3.1% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 all: compounded portfolio wealth divided by compounded DT 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…
all analysis · Full analysis span regression · 6 months rolling