+6.4%
DLR vs FIVE
+55.9%
-49.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.6% | -0.3% | -3.3% | -3.5% |
| 30D | -3.5% | +17.7% | -21.1% | -4.5% |
| 3M | -8.9% | +4.0% | -12.9% | -9.2% |
| 6M | -11.6% | +2.6% | -14.2% | -11.5% |
| YTD | +14.9% | +27.6% | -12.7% | +10.3% |
| 1Y | +6.4% | +59.9% | -53.5% | -5.3% |
| All | +6.4% | +55.9% | -49.4% | -5.3% |
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