+116.0%
DLR vs IR
+342.0%
-226.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +2.3% |
| 7D | +2.4% | +5.0% | -2.7% | +1.3% |
| 30D | +0.7% | +10.3% | -9.6% | -1.4% |
| 3M | -6.4% | -0.1% | -6.4% | -6.6% |
| 6M | -6.5% | +14.8% | -21.3% | -9.7% |
| YTD | +18.8% | +9.7% | +9.0% | +15.4% |
| 1Y | +9.0% | +12.2% | -3.2% | +5.3% |
| 3Y | +54.5% | +30.0% | +24.5% | +42.7% |
| 5Y | +35.8% | +46.8% | -11.0% | +20.4% |
| All | +116.0% | +342.0% | -226.0% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling