+125.7%
DLR vs IR
+282.2%
-156.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.9% |
| 7D | +3.4% | +0.6% | +2.8% | +3.3% |
| 30D | -2.2% | -13.6% | +11.4% | +0.9% |
| 3M | +4.7% | +3.7% | +1.0% | +3.5% |
| 6M | +9.0% | -13.1% | +22.1% | +11.8% |
| YTD | +24.1% | -5.1% | +29.3% | +24.6% |
| 1Y | +20.9% | -6.5% | +27.4% | +21.5% |
| 3Y | +60.0% | +8.5% | +51.5% | +53.8% |
| 5Y | +35.3% | +43.3% | -8.0% | +21.9% |
| All | +125.7% | +282.2% | -156.4% | +87.2% |
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