+6.4%
DLR vs IRE
-98.3%
+104.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +39.6% | -39.9% | -1.9% |
| 7D | -3.6% | -27.2% | +23.6% | -3.1% |
| 30D | -3.5% | -75.1% | +71.6% | +0.6% |
| 3M | -8.9% | -77.9% | +68.9% | -5.1% |
| 6M | -11.6% | -94.6% | +83.0% | -5.9% |
| YTD | +14.9% | -91.5% | +106.4% | +15.6% |
| 1Y | +6.4% | -97.8% | +104.3% | +13.2% |
| All | +6.4% | -98.3% | +104.8% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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