+57.3%
DLR vs FIVE
+40.2%
+17.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +5.0% | +2.4% | +2.6% | +4.7% |
| 30D | +3.0% | +15.8% | -12.9% | +1.3% |
| 3M | -6.3% | +3.8% | -10.0% | -6.8% |
| 6M | -4.8% | +18.5% | -23.3% | -7.1% |
| YTD | +21.0% | +31.2% | -10.2% | +16.5% |
| 1Y | +15.1% | +61.8% | -46.7% | +8.1% |
| All | +57.3% | +40.2% | +17.1% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling