+32.3%
DLR vs M
-11.5%
+43.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.3% | +0.3% |
| 7D | -3.6% | -4.3% | +0.7% | -3.1% |
| 30D | -3.5% | +1.3% | -4.7% | -3.7% |
| 3M | -8.9% | -7.4% | -1.5% | -8.3% |
| 6M | -11.6% | +18.3% | -29.9% | -13.6% |
| YTD | +14.9% | +7.6% | +7.3% | +13.1% |
| 1Y | +6.4% | +17.4% | -11.0% | +3.6% |
| 3Y | +47.3% | +108.4% | -61.1% | +29.3% |
| All | +32.3% | -11.5% | +43.8% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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