+19.0%
DLR vs FIVE
+66.7%
-47.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.2% |
| 7D | +1.6% | +4.3% | -2.7% | +1.1% |
| 30D | -3.4% | +12.5% | -15.9% | -4.7% |
| 3M | +0.5% | +31.2% | -30.7% | -2.6% |
| 6M | +4.6% | +14.4% | -9.8% | +2.7% |
| YTD | +23.4% | +33.9% | -10.5% | +17.8% |
| 1Y | +19.0% | +65.1% | -46.0% | +8.8% |
| All | +19.0% | +66.7% | -47.7% | +8.8% |
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