+47.3%
DLR vs IR
+27.4%
+19.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | -3.6% | +3.7% | -7.3% | -4.5% |
| 30D | -3.5% | +7.4% | -10.9% | -5.3% |
| 3M | -8.9% | -5.9% | -3.0% | -7.6% |
| 6M | -11.6% | +5.6% | -17.1% | -13.3% |
| YTD | +14.9% | +4.8% | +10.1% | +12.0% |
| 1Y | +6.4% | +6.9% | -0.5% | +3.2% |
| 3Y | +47.3% | +27.6% | +19.7% | +30.9% |
| All | +47.3% | +27.4% | +19.9% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling