+13.0%
DLR vs FIVE
+63.3%
-50.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.7% | -4.1% | +2.1% |
| 7D | +2.8% | +7.5% | -4.6% | +2.3% |
| 30D | +2.8% | +16.7% | -13.9% | +1.7% |
| 3M | -4.0% | +13.4% | -17.4% | -5.0% |
| 6M | -5.6% | +9.0% | -14.7% | -6.1% |
| YTD | +21.9% | +33.8% | -11.8% | +17.4% |
| 1Y | +13.0% | +61.2% | -48.1% | +4.7% |
| All | +13.0% | +63.3% | -50.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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