+4.4%
DLR vs IRE
-97.2%
+101.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +39.6% | -39.9% | -1.8% |
| 7D | -3.6% | -27.2% | +23.6% | -3.1% |
| 30D | -3.5% | -75.1% | +71.6% | +0.5% |
| 3M | -8.9% | -77.9% | +68.9% | -5.2% |
| 6M | -11.6% | -94.6% | +83.0% | -6.1% |
| YTD | +14.9% | -91.5% | +106.4% | +16.2% |
| 1Y | +6.4% | -97.8% | +104.3% | +12.0% |
| All | +4.4% | -97.2% | +101.6% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling