+17.1%
DLR vs IR
+10.2%
+6.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +3.3% | +2.5% | +0.8% | +2.7% |
| 30D | +4.6% | +9.2% | -4.6% | +2.5% |
| 3M | -8.3% | +0.9% | -9.2% | -8.7% |
| 6M | -5.6% | +19.2% | -24.9% | -10.0% |
| YTD | +18.7% | +7.5% | +11.2% | +15.8% |
| 1Y | +17.1% | +11.7% | +5.4% | +14.3% |
| All | +17.1% | +10.2% | +6.9% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling