+13.0%
DLR vs ITW
+24.0%
-11.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.1% |
| 7D | +2.8% | +6.3% | -3.5% | +1.5% |
| 30D | +2.8% | +11.1% | -8.3% | +0.5% |
| 3M | -4.0% | +0.1% | -4.1% | -3.9% |
| 6M | -5.6% | +18.1% | -23.7% | -9.8% |
| YTD | +21.9% | +21.4% | +0.5% | +18.0% |
| 1Y | +13.0% | +22.9% | -9.9% | +10.2% |
| All | +13.0% | +24.0% | -11.0% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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