+57.9%
DLR vs KEYS
+154.3%
-96.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | +0.7% |
| 7D | +0.1% | +3.5% | -3.4% | -0.8% |
| 30D | -4.3% | -4.5% | +0.2% | -3.3% |
| 3M | +3.8% | -0.4% | +4.2% | +3.2% |
| 6M | +5.8% | +19.1% | -13.3% | 0.0% |
| YTD | +23.5% | +66.7% | -43.1% | +4.8% |
| 1Y | +11.1% | +96.5% | -85.4% | -10.9% |
| 3Y | +57.9% | +155.2% | -97.3% | +8.1% |
| All | +57.9% | +154.3% | -96.4% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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