+42.4%
DLR vs IT
-44.8%
+87.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +1.8% |
| 7D | +3.4% | -9.1% | +12.5% | +4.9% |
| 30D | -2.2% | -7.0% | +4.8% | -1.4% |
| 3M | +4.7% | +7.6% | -2.9% | +2.1% |
| 6M | +9.0% | +2.1% | +6.9% | +6.7% |
| YTD | +24.1% | -31.6% | +55.7% | +32.9% |
| 1Y | +20.9% | -29.9% | +50.9% | +27.7% |
| 3Y | +60.0% | -51.3% | +111.3% | +82.2% |
| All | +42.4% | -44.8% | +87.1% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 5y: compounded portfolio wealth divided by compounded IT 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…
5y analysis · Full analysis span regression · 6 months rolling