+58.2%
DLR vs IP
+21.5%
+36.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | 0.0% |
| 7D | +1.6% | -5.3% | +6.8% | +2.4% |
| 30D | -3.4% | -10.9% | +7.5% | -1.7% |
| 3M | +0.5% | +11.2% | -10.7% | -1.0% |
| 6M | +4.6% | -10.2% | +14.8% | +5.5% |
| YTD | +23.4% | -2.0% | +25.4% | +23.0% |
| 1Y | +19.0% | -19.1% | +38.1% | +21.6% |
| All | +58.2% | +21.5% | +36.7% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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